+144.7%
IONQ vs EW
+10.2%
+134.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.5% | -12.0% | -11.4% |
| 7D | -16.7% | +6.8% | -23.4% | -20.0% |
| 30D | -38.9% | +16.6% | -55.5% | -44.4% |
| 3M | -33.8% | +13.3% | -47.1% | -39.2% |
| 6M | -44.9% | +21.6% | -66.5% | -52.1% |
| YTD | -41.1% | +18.3% | -59.4% | -48.0% |
| 1Y | -52.3% | +21.7% | -74.0% | -58.6% |
| 3Y | +128.2% | +50.3% | +77.9% | +47.6% |
| 5Y | +37.2% | -15.0% | +52.2% | +46.6% |
| All | +144.7% | +10.2% | +134.5% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling