+294.8%
IONQ vs EWT
+153.4%
+141.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | -1.8% |
| 7D | +0.8% | +4.0% | -3.2% | -5.5% |
| 30D | -1.0% | +10.3% | -11.3% | -15.4% |
| 3M | -39.8% | +6.1% | -45.9% | -45.2% |
| 6M | +6.4% | +56.6% | -50.2% | -50.3% |
| YTD | -11.9% | +76.6% | -88.5% | -67.1% |
| 1Y | -6.2% | +97.9% | -104.0% | -71.4% |
| 3Y | +125.7% | +198.0% | -72.3% | -68.0% |
| All | +294.8% | +153.4% | +141.4% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling