+215.4%
IONQ vs EXC
+84.9%
+130.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | +15.3% | -1.4% | +16.7% | +15.3% |
| 30D | -6.1% | +8.3% | -14.4% | -6.2% |
| 3M | -21.6% | +2.6% | -24.2% | -21.5% |
| 6M | -40.1% | +5.2% | -45.3% | -40.3% |
| YTD | -24.1% | +7.5% | -31.6% | -24.9% |
| 1Y | -37.4% | +3.2% | -40.6% | -37.7% |
| 3Y | +219.5% | +29.5% | +190.0% | +197.9% |
| 5Y | +76.9% | +39.7% | +37.3% | +69.9% |
| All | +215.4% | +84.9% | +130.4% | +217.2% |
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