+215.4%
IONQ vs EXEL
+250.3%
-35.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | +15.3% | -2.8% | +18.1% | +17.1% |
| 30D | -6.1% | +18.2% | -24.3% | -12.3% |
| 3M | -21.6% | +37.7% | -59.3% | -31.5% |
| 6M | -40.1% | +42.2% | -82.4% | -48.9% |
| YTD | -24.1% | +61.3% | -85.4% | -39.0% |
| 1Y | -37.4% | +64.5% | -101.9% | -50.1% |
| 3Y | +219.5% | +236.7% | -17.2% | +77.2% |
| 5Y | +76.9% | +296.3% | -219.4% | -8.3% |
| All | +215.4% | +250.3% | -35.0% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling