+194.9%
IONQ vs EXEL
+238.6%
-43.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | +15.3% | -2.8% | +18.1% | +16.8% |
| 30D | -6.1% | +18.2% | -24.3% | -11.2% |
| 3M | -21.6% | +37.7% | -59.3% | -29.9% |
| 6M | -40.1% | +42.2% | -82.4% | -47.5% |
| YTD | -24.1% | +61.3% | -85.4% | -36.7% |
| 1Y | -37.4% | +64.5% | -101.9% | -48.1% |
| All | +194.9% | +238.6% | -43.7% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling