+144.7%
IONQ vs EXC
+88.7%
+56.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.6% | -11.2% | -10.5% |
| 7D | -16.7% | +1.4% | -18.0% | -16.7% |
| 30D | -38.9% | +11.6% | -50.6% | -39.0% |
| 3M | -33.8% | +2.7% | -36.5% | -33.7% |
| 6M | -44.9% | +2.7% | -47.6% | -44.9% |
| YTD | -41.1% | +9.7% | -50.8% | -41.7% |
| 1Y | -52.3% | +4.5% | -56.8% | -52.4% |
| 3Y | +128.2% | +28.5% | +99.8% | +114.7% |
| 5Y | +37.2% | +43.9% | -6.8% | +31.8% |
| All | +144.7% | +88.7% | +56.1% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling