+294.8%
IONQ vs EXC
+47.1%
+247.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.8% |
| 30D | -1.0% | -3.7% | +2.7% | -0.9% |
| 3M | -39.8% | -1.3% | -38.5% | -40.0% |
| 6M | +6.4% | -9.7% | +16.1% | +7.1% |
| YTD | -11.9% | +2.9% | -14.8% | -13.0% |
| 1Y | -6.2% | +4.4% | -10.5% | -7.7% |
| 3Y | +125.7% | +22.2% | +103.5% | +108.4% |
| All | +294.8% | +47.1% | +247.7% | +277.9% |
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 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