+202.0%
IONQ vs EXEL
+244.7%
-42.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.2% | +22.9% |
| 7D | +8.6% | +0.3% | +8.3% | +8.8% |
| 30D | -21.1% | +19.0% | -40.1% | -26.5% |
| 3M | -17.9% | +33.3% | -51.2% | -27.2% |
| 6M | -37.9% | +42.9% | -80.8% | -47.1% |
| YTD | -27.3% | +58.7% | -86.0% | -41.2% |
| 1Y | -43.2% | +70.5% | -113.7% | -55.4% |
| 3Y | +191.0% | +233.8% | -42.8% | +61.7% |
| 5Y | +69.3% | +259.3% | -190.1% | -10.9% |
| All | +202.0% | +244.7% | -42.7% | +54.6% |
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