+224.0%
IONQ vs EW
+13.7%
+210.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +16.7% | +9.3% | +7.4% | +10.7% |
| 30D | -12.3% | +22.1% | -34.3% | -22.2% |
| 3M | -17.7% | +13.0% | -30.7% | -24.0% |
| 6M | -28.9% | +30.1% | -59.0% | -40.6% |
| YTD | -22.0% | +22.0% | -44.0% | -32.2% |
| 1Y | -36.8% | +23.7% | -60.5% | -45.5% |
| 3Y | +228.2% | +62.0% | +166.3% | +100.8% |
| 5Y | +91.9% | -12.4% | +104.4% | +101.6% |
| All | +224.0% | +13.7% | +210.3% | +225.3% |
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