+265.9%
IONQ vs EXC
+76.9%
+189.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| YTD | -11.9% | +2.9% | -14.8% | -12.8% |
| 1Y | -6.2% | +4.4% | -10.5% | -7.4% |
| 3Y | +125.7% | +22.2% | +103.5% | +111.2% |
| 5Y | +296.0% | +46.7% | +249.3% | +282.2% |
| All | +265.9% | +76.9% | +189.0% | +267.9% |
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 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