+202.0%
IONQ vs EWJ
+48.1%
+154.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.4% |
| 7D | +8.6% | -5.0% | +13.6% | +18.7% |
| 30D | -21.1% | -10.2% | -10.9% | -4.5% |
| 3M | -17.9% | -7.2% | -10.6% | -5.6% |
| 6M | -37.9% | -3.2% | -34.7% | -32.4% |
| YTD | -27.3% | +9.9% | -37.2% | -35.7% |
| 1Y | -43.2% | +11.0% | -54.2% | -50.5% |
| 3Y | +191.0% | +57.3% | +133.7% | +34.3% |
| 5Y | +69.3% | +41.3% | +28.0% | -10.4% |
| All | +202.0% | +48.1% | +154.0% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling