+150.0%
IONQ vs EXC
+31.9%
+118.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -5.9% |
| 7D | -11.5% | +1.4% | -12.8% | -11.0% |
| 30D | -8.1% | +8.6% | -16.7% | -5.3% |
| 3M | -35.8% | +2.4% | -38.2% | -34.7% |
| 6M | -47.7% | +6.5% | -54.2% | -46.4% |
| YTD | -35.6% | +9.0% | -44.7% | -33.7% |
| 1Y | -36.4% | +4.6% | -41.0% | -34.6% |
| 3Y | +150.0% | +33.5% | +116.6% | +126.2% |
| All | +150.0% | +31.9% | +118.2% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling