+215.4%
IONQ vs EWT
+172.3%
+43.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.8% | -8.5% | -11.1% |
| 7D | +15.3% | +3.2% | +12.1% | +9.2% |
| 30D | -6.1% | -12.3% | +6.2% | +13.0% |
| 3M | -21.6% | -3.6% | -18.0% | -18.7% |
| 6M | -40.1% | +3.1% | -43.3% | -44.0% |
| YTD | -24.1% | +57.7% | -81.8% | -63.4% |
| 1Y | -37.4% | +60.3% | -97.7% | -70.6% |
| 3Y | +219.5% | +163.4% | +56.1% | -29.4% |
| 5Y | +76.9% | +127.4% | -50.5% | -50.0% |
| All | +215.4% | +172.3% | +43.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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