-36.8%
IONQ vs EXEL
+72.0%
-108.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | +16.7% | -2.4% | +19.1% | +18.1% |
| 30D | -12.3% | +17.9% | -30.2% | -16.9% |
| 3M | -17.7% | +33.3% | -51.0% | -25.7% |
| 6M | -28.9% | +46.6% | -75.5% | -39.1% |
| YTD | -22.0% | +61.0% | -83.1% | -37.6% |
| 1Y | -36.8% | +70.4% | -107.2% | -50.4% |
| All | -36.8% | +72.0% | -108.8% | -50.4% |
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 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