+202.0%
IONQ vs EXPD
+106.0%
+96.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.3% | +25.7% | +24.7% |
| 7D | +8.6% | -7.2% | +15.7% | +13.2% |
| 30D | -21.1% | -3.3% | -17.8% | -19.6% |
| 3M | -17.9% | +3.4% | -21.3% | -19.6% |
| 6M | -37.9% | +22.7% | -60.6% | -45.7% |
| YTD | -27.3% | +24.5% | -51.8% | -37.9% |
| 1Y | -43.2% | +38.6% | -81.8% | -54.7% |
| 3Y | +191.0% | +71.5% | +119.5% | +88.7% |
| 5Y | +69.3% | +56.2% | +13.0% | +9.9% |
| All | +202.0% | +106.0% | +96.0% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling