+202.0%
IONQ vs EW
+11.6%
+190.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.1% | +22.6% |
| 7D | +8.6% | +11.0% | -2.4% | +2.0% |
| 30D | -21.1% | +19.1% | -40.2% | -29.0% |
| 3M | -17.9% | +14.4% | -32.2% | -24.9% |
| 6M | -37.9% | +22.8% | -60.7% | -46.3% |
| YTD | -27.3% | +19.8% | -47.1% | -36.2% |
| 1Y | -43.2% | +23.9% | -67.1% | -51.1% |
| 3Y | +191.0% | +52.2% | +138.8% | +87.0% |
| 5Y | +69.3% | -13.9% | +83.2% | +79.8% |
| All | +202.0% | +11.6% | +190.4% | +206.3% |
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 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