+278.7%
IONQ vs IEMG
+50.3%
+228.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -4.7% |
| 7D | +1.3% | +1.6% | -0.3% | -1.8% |
| 30D | -10.3% | +4.6% | -15.0% | -17.6% |
| 3M | -32.7% | +4.8% | -37.6% | -38.4% |
| 6M | +6.3% | +16.8% | -10.5% | -21.1% |
| YTD | -15.0% | +24.8% | -39.8% | -45.6% |
| 1Y | -13.3% | +34.3% | -47.6% | -52.1% |
| 3Y | +97.2% | +87.0% | +10.2% | -43.2% |
| 5Y | +278.7% | +49.9% | +228.8% | +96.1% |
| All | +278.7% | +50.3% | +228.5% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling