+37.2%
IONQ vs EXPD
+52.5%
-15.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.5% | -6.1% | -7.8% |
| 7D | -16.7% | -4.8% | -11.9% | -14.0% |
| 30D | -38.9% | -1.5% | -37.4% | -38.2% |
| 3M | -33.8% | +4.1% | -37.9% | -35.4% |
| 6M | -44.9% | +24.0% | -69.0% | -52.5% |
| YTD | -41.1% | +27.4% | -68.5% | -50.9% |
| 1Y | -52.3% | +38.4% | -90.7% | -62.5% |
| 3Y | +128.2% | +73.2% | +55.0% | +40.5% |
| 5Y | +37.2% | +59.9% | -22.7% | -16.0% |
| All | +37.2% | +52.5% | -15.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling