+215.4%
IONQ vs EW
+15.6%
+199.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.7% |
| 7D | +15.3% | +6.5% | +8.8% | +11.2% |
| 30D | -6.1% | +22.5% | -28.6% | -16.8% |
| 3M | -21.6% | +13.0% | -34.6% | -27.6% |
| 6M | -40.1% | +37.1% | -77.2% | -51.4% |
| YTD | -24.1% | +24.1% | -48.2% | -34.7% |
| 1Y | -37.4% | +24.2% | -61.7% | -46.1% |
| 3Y | +219.5% | +64.8% | +154.7% | +93.4% |
| 5Y | +76.9% | -7.4% | +84.4% | +81.7% |
| All | +215.4% | +15.6% | +199.7% | +213.3% |
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