+227.2%
IONQ vs EWZ
+29.8%
+197.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.4% | +7.2% |
| 7D | +25.5% | +1.4% | +24.1% | +24.7% |
| 30D | -11.4% | -25.1% | +13.7% | +2.5% |
| 3M | -20.5% | -7.7% | -12.7% | -19.9% |
| 6M | -28.2% | -15.8% | -12.4% | -23.4% |
| YTD | -21.2% | +3.6% | -24.9% | -25.7% |
| 1Y | -40.4% | +5.5% | -45.9% | -44.4% |
| 3Y | +214.7% | +22.1% | +192.6% | +168.6% |
| 5Y | +56.9% | +58.3% | -1.5% | +21.0% |
| All | +227.2% | +29.8% | +197.5% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling