+167.2%
IONQ vs EXE
+20.0%
+147.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.3% | -9.1% | -9.3% |
| 7D | +16.8% | +3.6% | +13.2% | +15.1% |
| 30D | -11.1% | -4.3% | -6.8% | -9.6% |
| 3M | -31.7% | -7.7% | -24.1% | -29.8% |
| 6M | -44.8% | -7.2% | -37.5% | -43.7% |
| YTD | -31.2% | -18.5% | -12.7% | -26.5% |
| 1Y | -39.1% | -24.4% | -14.8% | -31.7% |
| All | +167.2% | +20.0% | +147.2% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling