+185.7%
IONQ vs EWZ
+26.5%
+159.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.0% | -7.4% | -8.2% |
| 7D | +16.8% | +0.1% | +16.7% | +17.0% |
| 30D | -11.1% | -25.9% | +14.7% | +3.4% |
| 3M | -31.7% | -6.1% | -25.6% | -32.0% |
| 6M | -44.8% | -16.1% | -28.7% | -40.9% |
| YTD | -31.2% | +1.0% | -32.2% | -34.1% |
| 1Y | -39.1% | 0.0% | -39.1% | -41.4% |
| 3Y | +189.5% | +16.8% | +172.7% | +153.2% |
| 5Y | +53.2% | +52.1% | +1.1% | +20.5% |
| All | +185.7% | +26.5% | +159.3% | +124.2% |
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