-36.8%
IONQ vs EXC
+2.3%
-39.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.2% |
| 7D | +16.7% | +0.1% | +16.6% | +16.9% |
| 30D | -12.3% | +9.0% | -21.3% | -6.4% |
| 3M | -17.7% | +3.3% | -21.0% | -14.8% |
| 6M | -28.9% | +5.7% | -34.6% | -25.9% |
| YTD | -22.0% | +7.3% | -29.4% | -18.8% |
| 1Y | -36.8% | +2.9% | -39.7% | -31.9% |
| All | -36.8% | +2.3% | -39.1% | -31.9% |
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