+265.9%
IONQ vs EXEL
+192.4%
+73.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | +8.4% | -7.6% | -2.6% |
| 30D | -1.0% | +4.1% | -5.1% | -3.0% |
| 3M | -39.8% | +12.4% | -52.2% | -43.2% |
| 6M | +6.4% | +41.5% | -35.1% | -9.3% |
| YTD | -11.9% | +34.6% | -46.6% | -23.7% |
| 1Y | -6.2% | +57.9% | -64.0% | -24.3% |
| 3Y | +125.7% | +159.5% | -33.8% | +39.5% |
| 5Y | +296.0% | +198.5% | +97.5% | +122.8% |
| All | +265.9% | +192.4% | +73.5% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling