+45.7%
IONQ vs EXE
+76.7%
-31.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.8% |
| 7D | -11.5% | +5.3% | -16.8% | -13.4% |
| 30D | -8.1% | -2.2% | -5.9% | -7.3% |
| 3M | -35.8% | -5.9% | -29.9% | -34.4% |
| 6M | -47.7% | -5.7% | -42.0% | -47.2% |
| YTD | -35.6% | -17.8% | -17.8% | -31.9% |
| 1Y | -36.4% | -23.1% | -13.3% | -30.4% |
| 3Y | +150.0% | +21.2% | +128.9% | +115.8% |
| All | +45.7% | +76.7% | -31.0% | -16.3% |
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