-44.7%
IONQ vs EXC
+1.0%
-45.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -0.3% |
| 7D | -8.9% | +3.3% | -12.2% | -6.7% |
| 30D | -31.3% | +13.3% | -44.5% | -25.0% |
| 3M | -29.2% | +1.8% | -31.0% | -27.3% |
| 6M | -35.4% | +1.1% | -36.5% | -34.0% |
| YTD | -34.2% | +9.0% | -43.2% | -31.0% |
| 1Y | -44.7% | +3.4% | -48.0% | -37.7% |
| All | -44.7% | +1.0% | -45.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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