+227.2%
IONQ vs EWT
+160.0%
+67.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.2% | +1.2% | -2.2% |
| 7D | +25.5% | -5.0% | +30.4% | +34.8% |
| 30D | -11.4% | -16.3% | +4.9% | +15.0% |
| 3M | -20.5% | -7.2% | -13.2% | -12.1% |
| 6M | -28.2% | -0.5% | -27.8% | -28.6% |
| YTD | -21.2% | +50.6% | -71.8% | -59.1% |
| 1Y | -40.4% | +54.8% | -95.2% | -70.4% |
| 3Y | +214.7% | +155.5% | +59.2% | -27.0% |
| 5Y | +56.9% | +116.4% | -59.6% | -52.0% |
| All | +227.2% | +160.0% | +67.3% | -13.3% |
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