+191.0%
IONQ vs EWZ
+19.2%
+171.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.7% | +22.7% | +22.9% |
| 7D | +8.6% | -1.5% | +10.1% | +9.8% |
| 30D | -21.1% | -24.5% | +3.4% | -6.7% |
| 3M | -17.9% | -10.7% | -7.2% | -17.6% |
| 6M | -37.9% | -19.1% | -18.9% | -31.5% |
| YTD | -27.3% | +1.6% | -28.9% | -35.4% |
| 1Y | -43.2% | +4.3% | -47.5% | -51.1% |
| 3Y | +191.0% | +19.0% | +172.0% | +108.0% |
| All | +191.0% | +19.2% | +171.8% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling