+185.7%
IONQ vs EWJ
+53.5%
+132.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -8.2% |
| 7D | +16.8% | +3.6% | +13.1% | +10.0% |
| 30D | -11.1% | -6.0% | -5.1% | -0.5% |
| 3M | -31.7% | -6.5% | -25.3% | -22.8% |
| 6M | -44.8% | -0.1% | -44.7% | -43.0% |
| YTD | -31.2% | +13.9% | -45.1% | -42.7% |
| 1Y | -39.1% | +13.1% | -52.3% | -48.6% |
| 3Y | +189.5% | +65.0% | +124.5% | +23.3% |
| 5Y | +53.2% | +47.0% | +6.2% | -24.0% |
| All | +185.7% | +53.5% | +132.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling