+227.2%
IONQ vs EXPE
+95.3%
+132.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.4% | +8.4% |
| 7D | +25.5% | -13.3% | +38.8% | +33.8% |
| 30D | -11.4% | -5.5% | -5.9% | -10.6% |
| 3M | -20.5% | -16.5% | -4.0% | -15.8% |
| 6M | -28.2% | +13.1% | -41.3% | -38.5% |
| YTD | -21.2% | -8.0% | -13.2% | -25.8% |
| 1Y | -40.4% | +1.1% | -41.5% | -48.0% |
| 3Y | +214.7% | +131.2% | +83.5% | +45.1% |
| 5Y | +56.9% | +39.8% | +17.1% | -4.1% |
| All | +227.2% | +95.3% | +132.0% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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