+52.8%
IONQ vs EXC
+41.2%
+11.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +23.4% |
| 7D | +8.6% | -1.2% | +9.8% | +8.5% |
| 30D | -21.1% | +10.0% | -31.0% | -21.3% |
| 3M | -17.9% | +1.6% | -19.5% | -17.8% |
| 6M | -37.9% | +3.3% | -41.2% | -38.1% |
| YTD | -27.3% | +7.6% | -34.9% | -28.2% |
| 1Y | -43.2% | +3.5% | -46.7% | -43.5% |
| 3Y | +191.0% | +27.7% | +163.3% | +168.2% |
| All | +52.8% | +41.2% | +11.6% | +45.5% |
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