+185.7%
IONQ vs EXC
+85.0%
+100.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.4% | -9.4% |
| 7D | +16.8% | -1.9% | +18.7% | +16.7% |
| 30D | -11.1% | +7.8% | -18.9% | -11.2% |
| 3M | -31.7% | +1.9% | -33.6% | -31.7% |
| 6M | -44.8% | +3.4% | -48.1% | -44.9% |
| YTD | -31.2% | +7.6% | -38.8% | -31.9% |
| 1Y | -39.1% | +2.1% | -41.2% | -39.3% |
| 3Y | +189.5% | +29.6% | +159.9% | +169.9% |
| 5Y | +53.2% | +39.5% | +13.6% | +47.0% |
| All | +185.7% | +85.0% | +100.7% | +187.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling