+265.9%
IONQ vs AXP
+188.4%
+77.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.4% |
| 7D | +0.8% | -2.1% | +2.9% | +3.0% |
| 30D | -1.0% | -6.5% | +5.5% | +6.0% |
| 3M | -39.8% | +4.6% | -44.5% | -43.2% |
| 6M | +6.4% | +5.4% | +1.0% | +0.2% |
| YTD | -11.9% | -11.1% | -0.8% | -1.5% |
| 1Y | -6.2% | -0.3% | -5.8% | -7.6% |
| 3Y | +125.7% | +111.6% | +14.1% | +12.0% |
| 5Y | +296.0% | +117.6% | +178.4% | +104.6% |
| All | +265.9% | +188.4% | +77.6% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling