+253.1%
IONQ vs EWZ
+51.5%
+201.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.9% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | -10.3% | +8.2% | -18.5% | -14.7% |
| 3M | -32.7% | +13.3% | -46.0% | -37.9% |
| 6M | +6.3% | +3.6% | +2.7% | +4.4% |
| YTD | -15.0% | +21.0% | -36.0% | -24.1% |
| 1Y | -13.3% | +34.7% | -48.0% | -27.4% |
| 3Y | +97.2% | +48.3% | +48.9% | +56.8% |
| 5Y | +278.7% | +60.1% | +218.7% | +183.3% |
| All | +253.1% | +51.5% | +201.7% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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