+253.1%
IONQ vs IEMG
+53.4%
+199.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -4.8% |
| 7D | +1.3% | +1.6% | -0.3% | -1.5% |
| 30D | -10.3% | +4.6% | -15.0% | -17.0% |
| 3M | -32.7% | +4.8% | -37.6% | -37.7% |
| 6M | +6.3% | +16.8% | -10.5% | -18.1% |
| YTD | -15.0% | +24.8% | -39.8% | -42.3% |
| 1Y | -13.3% | +34.3% | -47.6% | -48.3% |
| 3Y | +97.2% | +87.0% | +10.2% | -31.6% |
| 5Y | +278.7% | +49.9% | +228.8% | +78.3% |
| All | +253.1% | +53.4% | +199.7% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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