+174.6%
IONQ vs EXE
+151.8%
+22.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +23.8% |
| 7D | +8.6% | -6.6% | +15.2% | +11.5% |
| 30D | -21.1% | -4.0% | -17.1% | -20.0% |
| 3M | -17.9% | -7.5% | -10.4% | -15.9% |
| 6M | -37.9% | -11.7% | -26.3% | -35.7% |
| YTD | -27.3% | -22.0% | -5.3% | -21.9% |
| 1Y | -43.2% | -21.8% | -21.4% | -39.3% |
| 3Y | +191.0% | +8.0% | +183.0% | +169.4% |
| 5Y | +69.3% | +62.3% | +7.0% | +33.8% |
| All | +174.6% | +151.8% | +22.8% | +110.7% |
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