-33.8%
IONQ vs EW
+12.4%
-46.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.5% | -12.0% | -10.1% |
| 7D | -16.7% | +6.8% | -23.4% | -15.4% |
| 30D | -38.9% | +16.6% | -55.5% | -35.7% |
| 3M | -33.8% | +13.3% | -47.1% | -32.2% |
| All | -33.8% | +12.4% | -46.2% | -32.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling