+167.4%
IONQ vs IEMG
+36.6%
+130.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -5.7% |
| 7D | -11.5% | +2.7% | -14.2% | -15.5% |
| 30D | -8.1% | -5.7% | -2.4% | +3.3% |
| 3M | -35.8% | -8.8% | -27.0% | -23.1% |
| 6M | -47.7% | -8.9% | -38.8% | -36.4% |
| YTD | -35.6% | +11.2% | -46.8% | -45.7% |
| 1Y | -36.4% | +12.2% | -48.6% | -47.1% |
| 3Y | +150.0% | +68.5% | +81.5% | +5.2% |
| 5Y | +43.3% | +34.3% | +9.0% | -15.8% |
| All | +167.4% | +36.6% | +130.8% | +52.0% |
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