+191.0%
IONQ vs EWT
+136.7%
+54.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.9% | +19.5% | +18.0% |
| 7D | +8.6% | -11.7% | +20.3% | +28.8% |
| 30D | -21.1% | -23.2% | +2.1% | +14.0% |
| 3M | -17.9% | -12.5% | -5.4% | -2.0% |
| 6M | -37.9% | -5.9% | -32.0% | -33.2% |
| YTD | -27.3% | +40.5% | -67.8% | -57.2% |
| 1Y | -43.2% | +43.7% | -86.9% | -67.8% |
| 3Y | +191.0% | +136.6% | +54.4% | -17.5% |
| All | +191.0% | +136.7% | +54.3% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling