+45.7%
IONQ vs EWT
+118.2%
-72.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.6% |
| 7D | -11.5% | +9.1% | -20.6% | -23.3% |
| 30D | -8.1% | -12.2% | +4.1% | +11.4% |
| 3M | -35.8% | -9.4% | -26.4% | -26.4% |
| 6M | -47.7% | +2.7% | -50.4% | -51.4% |
| YTD | -35.6% | +53.3% | -88.9% | -70.1% |
| 1Y | -36.4% | +59.2% | -95.6% | -72.4% |
| 3Y | +150.0% | +157.1% | -7.1% | -55.0% |
| All | +45.7% | +118.2% | -72.5% | -59.1% |
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