+167.4%
IONQ vs EW
+17.1%
+150.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -7.2% |
| 7D | -11.5% | +4.9% | -16.4% | -14.0% |
| 30D | -8.1% | +23.9% | -32.0% | -19.1% |
| 3M | -35.8% | +15.8% | -51.6% | -41.6% |
| 6M | -47.7% | +31.7% | -79.4% | -56.4% |
| YTD | -35.6% | +25.7% | -61.3% | -45.1% |
| 1Y | -36.4% | +24.4% | -60.8% | -45.3% |
| 3Y | +150.0% | +65.9% | +84.2% | +50.9% |
| 5Y | +43.3% | -7.6% | +51.0% | +46.7% |
| All | +167.4% | +17.1% | +150.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling