+224.0%
IONQ vs EXPD
+111.1%
+112.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +16.7% | -7.4% | +24.1% | +21.9% |
| 30D | -12.3% | -2.1% | -10.2% | -11.1% |
| 3M | -17.7% | +5.7% | -23.4% | -20.4% |
| 6M | -28.9% | +21.4% | -50.3% | -37.2% |
| YTD | -22.0% | +27.6% | -49.6% | -34.2% |
| 1Y | -36.8% | +36.1% | -72.9% | -48.8% |
| 3Y | +228.2% | +69.9% | +158.4% | +116.3% |
| 5Y | +91.9% | +59.7% | +32.3% | +23.1% |
| All | +224.0% | +111.1% | +112.8% | +77.8% |
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