+108.3%
IONQ vs EXPD
+68.7%
+39.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +0.8% | -1.1% | +2.0% | +1.3% |
| 30D | -1.0% | +4.1% | -5.1% | -2.5% |
| 3M | -39.8% | +17.9% | -57.7% | -43.7% |
| 6M | +6.4% | +29.2% | -22.8% | -5.0% |
| YTD | -11.9% | +27.4% | -39.3% | -21.4% |
| 1Y | -6.2% | +56.8% | -63.0% | -24.6% |
| All | +108.3% | +68.7% | +39.6% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling