-1.3%
IONQ vs EXEL
+52.8%
-54.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.3% |
| 7D | +7.1% | +1.4% | +5.7% | +6.5% |
| 30D | -8.9% | +6.7% | -15.6% | -11.4% |
| 3M | -35.6% | +11.5% | -47.0% | -38.8% |
| 6M | +13.3% | +38.8% | -25.5% | -3.6% |
| YTD | -9.8% | +31.6% | -41.4% | -22.2% |
| 1Y | -1.3% | +53.0% | -54.3% | -18.0% |
| All | -1.3% | +52.8% | -54.1% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling