+144.7%
IONQ vs AXP
+188.2%
-43.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.3% | -8.2% | -8.2% |
| 7D | -16.7% | +0.4% | -17.1% | -17.1% |
| 30D | -38.9% | +7.0% | -46.0% | -43.3% |
| 3M | -33.8% | -6.6% | -27.2% | -29.5% |
| 6M | -44.9% | +3.5% | -48.4% | -47.7% |
| YTD | -41.1% | -11.2% | -29.9% | -34.5% |
| 1Y | -52.3% | -10.2% | -42.1% | -47.7% |
| 3Y | +128.2% | +120.0% | +8.2% | +8.1% |
| 5Y | +37.2% | +95.6% | -58.4% | -28.7% |
| All | +144.7% | +188.2% | -43.5% | +20.0% |
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