+194.5%
IONQ vs EXE
+161.7%
+32.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.9% |
| 7D | +16.7% | -2.2% | +18.9% | +17.7% |
| 30D | -12.3% | -0.3% | -12.0% | -12.3% |
| 3M | -17.7% | -9.3% | -8.4% | -14.9% |
| 6M | -28.9% | -7.2% | -21.7% | -27.7% |
| YTD | -22.0% | -18.9% | -3.1% | -17.5% |
| 1Y | -36.8% | -21.7% | -15.1% | -32.2% |
| 3Y | +228.2% | +21.0% | +207.3% | +191.2% |
| 5Y | +91.9% | +76.0% | +16.0% | +47.9% |
| All | +194.5% | +161.7% | +32.8% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling