+227.2%
IONQ vs EXC
+85.1%
+142.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.3% | +8.3% |
| 7D | +25.5% | -1.7% | +27.2% | +25.4% |
| 30D | -11.4% | +9.3% | -20.7% | -11.5% |
| 3M | -20.5% | +1.0% | -21.5% | -20.3% |
| 6M | -28.2% | +5.9% | -34.2% | -28.5% |
| YTD | -21.2% | +7.6% | -28.9% | -22.0% |
| 1Y | -40.4% | +2.4% | -42.8% | -40.5% |
| 3Y | +214.7% | +30.2% | +184.4% | +193.0% |
| 5Y | +56.9% | +41.4% | +15.5% | +50.7% |
| All | +227.2% | +85.1% | +142.1% | +229.1% |
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