+52.8%
IONQ vs ETR
+152.2%
-99.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.2% | +23.2% | +23.4% |
| 7D | +8.6% | +0.4% | +8.2% | +8.5% |
| 30D | -21.1% | +7.5% | -28.6% | -22.5% |
| 3M | -17.9% | +4.4% | -22.3% | -18.7% |
| 6M | -37.9% | -1.5% | -36.4% | -37.8% |
| YTD | -27.3% | +21.8% | -49.1% | -31.8% |
| 1Y | -43.2% | +18.4% | -61.6% | -46.2% |
| 3Y | +191.0% | +148.5% | +42.5% | +158.9% |
| All | +52.8% | +152.2% | -99.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling