+265.9%
IONQ vs EXPD
+110.7%
+155.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +0.8% | -1.1% | +2.0% | +1.5% |
| 30D | -1.0% | +4.1% | -5.1% | -3.2% |
| 3M | -39.8% | +17.9% | -57.7% | -45.6% |
| 6M | +6.4% | +29.2% | -22.8% | -9.9% |
| YTD | -11.9% | +27.4% | -39.3% | -25.4% |
| 1Y | -6.2% | +56.8% | -63.0% | -31.7% |
| 3Y | +125.7% | +68.0% | +57.7% | +50.7% |
| 5Y | +296.0% | +61.9% | +234.1% | +148.9% |
| All | +265.9% | +110.7% | +155.2% | +101.6% |
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