+202.0%
IONQ vs ETR
+171.2%
+30.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.0% |
| 3M | -17.9% | +4.4% | -22.3% | -18.4% |
| 6M | -37.9% | -1.5% | -36.4% | -37.8% |
| YTD | -27.3% | +21.8% | -49.1% | -30.3% |
| 1Y | -43.2% | +18.4% | -61.6% | -45.2% |
| 3Y | +191.0% | +148.5% | +42.5% | +183.1% |
| 5Y | +69.3% | +152.6% | -83.3% | +78.7% |
| All | +202.0% | +171.2% | +30.9% | +243.4% |
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