+173.5%
IONQ vs EXPD
+120.6%
+52.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | +0.3% |
| 7D | -8.9% | +0.3% | -9.2% | -9.1% |
| 30D | -31.3% | +1.8% | -33.1% | -31.9% |
| 3M | -29.2% | +8.9% | -38.1% | -32.7% |
| 6M | -35.4% | +42.2% | -77.7% | -48.3% |
| YTD | -34.2% | +33.4% | -67.5% | -45.8% |
| 1Y | -44.7% | +47.2% | -91.8% | -57.3% |
| 3Y | +155.1% | +81.3% | +73.8% | +61.0% |
| 5Y | +79.8% | +60.2% | +19.6% | +13.2% |
| All | +173.5% | +120.6% | +52.9% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling