+45.7%
IONQ vs EXEL
+281.2%
-235.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.8% |
| 7D | -11.5% | -0.8% | -10.6% | -10.9% |
| 30D | -8.1% | +13.1% | -21.2% | -13.2% |
| 3M | -35.8% | +36.3% | -72.1% | -45.0% |
| 6M | -47.7% | +34.5% | -82.3% | -55.5% |
| YTD | -35.6% | +57.4% | -93.1% | -49.9% |
| 1Y | -36.4% | +62.9% | -99.3% | -51.4% |
| 3Y | +150.0% | +229.5% | -79.5% | +14.6% |
| All | +45.7% | +281.2% | -235.5% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling