+294.8%
IONQ vs EXE
+109.5%
+185.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.8% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -1.0% | +8.5% | -9.5% | -4.7% |
| 3M | -39.8% | +5.5% | -45.3% | -41.6% |
| 6M | +6.4% | -5.9% | +12.3% | +7.6% |
| YTD | -11.9% | -9.7% | -2.2% | -10.2% |
| 1Y | -6.2% | +3.6% | -9.7% | -11.9% |
| 3Y | +125.7% | +18.0% | +107.7% | +99.7% |
| All | +294.8% | +109.5% | +185.3% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling