+265.9%
IONQ vs IEMG
+54.2%
+211.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -1.7% |
| 7D | +0.8% | +2.2% | -1.4% | -3.1% |
| 30D | -1.0% | +4.6% | -5.6% | -8.2% |
| 3M | -39.8% | +0.4% | -40.2% | -39.3% |
| 6M | +6.4% | +16.4% | -9.9% | -17.5% |
| YTD | -11.9% | +25.4% | -37.4% | -40.8% |
| 1Y | -6.2% | +38.3% | -44.4% | -47.0% |
| 3Y | +125.7% | +84.1% | +41.6% | -19.6% |
| 5Y | +296.0% | +49.0% | +247.0% | +85.5% |
| All | +265.9% | +54.2% | +211.8% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling