-44.7%
IONQ vs AXP
-6.4%
-38.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -3.2% |
| 7D | -8.9% | +4.6% | -13.5% | -12.3% |
| 30D | -31.3% | +9.7% | -41.0% | -36.6% |
| 3M | -29.2% | -3.8% | -25.4% | -27.0% |
| 6M | -35.4% | +4.8% | -40.2% | -39.0% |
| YTD | -34.2% | -9.1% | -25.1% | -31.1% |
| 1Y | -44.7% | -6.7% | -38.0% | -42.6% |
| All | -44.7% | -6.4% | -38.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling