+294.8%
IONQ vs EW
-25.6%
+320.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | -0.3% | +1.2% | +1.0% |
| 30D | -1.0% | +1.0% | -2.1% | -2.0% |
| 3M | -39.8% | +2.8% | -42.6% | -41.4% |
| 6M | +6.4% | +5.5% | +0.9% | +1.3% |
| YTD | -11.9% | +5.5% | -17.4% | -16.3% |
| 1Y | -6.2% | +11.0% | -17.2% | -14.7% |
| 3Y | +125.7% | +17.7% | +108.0% | +71.7% |
| All | +294.8% | -25.6% | +320.4% | +456.9% |
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