+52.8%
IONQ vs EW
-14.5%
+67.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.1% | +22.6% |
| 7D | +8.6% | +11.0% | -2.4% | +1.7% |
| 30D | -21.1% | +19.1% | -40.2% | -29.3% |
| 3M | -17.9% | +14.4% | -32.2% | -25.1% |
| 6M | -37.9% | +22.8% | -60.7% | -46.6% |
| YTD | -27.3% | +19.8% | -47.1% | -36.5% |
| 1Y | -43.2% | +23.9% | -67.1% | -51.4% |
| 3Y | +191.0% | +52.2% | +138.8% | +80.2% |
| All | +52.8% | -14.5% | +67.2% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling