+91.9%
IONQ vs EXC
+41.1%
+50.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +16.7% | +0.1% | +16.6% | +16.6% |
| 30D | -12.3% | +9.0% | -21.3% | -12.5% |
| 3M | -17.7% | +3.3% | -21.0% | -17.7% |
| 6M | -28.9% | +5.7% | -34.6% | -29.3% |
| YTD | -22.0% | +7.3% | -29.4% | -23.0% |
| 1Y | -36.8% | +2.9% | -39.7% | -37.1% |
| 3Y | +228.2% | +29.3% | +198.9% | +200.5% |
| 5Y | +91.9% | +40.1% | +51.9% | +81.1% |
| All | +91.9% | +41.1% | +50.8% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling