+265.9%
IONQ vs ETR
+163.1%
+102.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | -1.0% | +1.0% | -2.0% | -1.2% |
| 3M | -39.8% | -1.3% | -38.6% | -39.8% |
| 6M | +6.4% | +1.9% | +4.6% | +5.6% |
| YTD | -11.9% | +18.2% | -30.1% | -15.2% |
| 1Y | -6.2% | +24.7% | -30.8% | -10.1% |
| 3Y | +125.7% | +150.7% | -25.0% | +121.6% |
| 5Y | +296.0% | +127.0% | +169.0% | +320.5% |
| All | +265.9% | +163.1% | +102.8% | +317.9% |
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