+227.2%
IONQ vs ETR
+174.2%
+53.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +8.2% |
| 7D | +25.5% | +1.7% | +23.7% | +25.1% |
| 30D | -11.4% | +8.7% | -20.2% | -12.6% |
| 3M | -20.5% | +4.9% | -25.4% | -21.1% |
| 6M | -28.2% | +0.8% | -29.0% | -28.3% |
| YTD | -21.2% | +23.1% | -44.4% | -24.6% |
| 1Y | -40.4% | +17.9% | -58.3% | -42.4% |
| 3Y | +214.7% | +154.5% | +60.2% | +205.9% |
| 5Y | +56.9% | +160.3% | -103.4% | +66.5% |
| All | +227.2% | +174.2% | +53.0% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling