+52.8%
IONQ vs AXP
+91.7%
-38.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.2% | +24.6% | +24.8% |
| 7D | +8.6% | +0.6% | +8.0% | +7.3% |
| 30D | -21.1% | +5.8% | -26.9% | -26.8% |
| 3M | -17.9% | -6.0% | -11.9% | -12.7% |
| 6M | -37.9% | +0.3% | -38.2% | -39.8% |
| YTD | -27.3% | -12.3% | -15.0% | -17.3% |
| 1Y | -43.2% | -11.2% | -32.0% | -36.5% |
| 3Y | +191.0% | +117.0% | +74.0% | +14.1% |
| All | +52.8% | +91.7% | -38.9% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling