+294.8%
IONQ vs EWJ
+53.7%
+241.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.6% |
| 7D | +0.8% | +2.5% | -1.7% | -3.6% |
| 30D | -1.0% | +3.3% | -4.3% | -5.9% |
| 3M | -39.8% | +5.0% | -44.8% | -43.7% |
| 6M | +6.4% | +11.5% | -5.1% | -10.1% |
| YTD | -11.9% | +22.4% | -34.3% | -37.2% |
| 1Y | -6.2% | +30.2% | -36.4% | -40.7% |
| 3Y | +125.7% | +72.8% | +52.9% | -21.5% |
| All | +294.8% | +53.7% | +241.1% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling