+167.4%
IONQ vs EXPE
+94.4%
+73.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.8% |
| 7D | -11.5% | -0.5% | -11.0% | -11.3% |
| 30D | -8.1% | -6.1% | -2.0% | -7.0% |
| 3M | -35.8% | -21.3% | -14.5% | -29.7% |
| 6M | -47.7% | +19.0% | -66.7% | -56.5% |
| YTD | -35.6% | -8.4% | -27.2% | -39.3% |
| 1Y | -36.4% | -2.8% | -33.6% | -42.9% |
| 3Y | +150.0% | +120.8% | +29.3% | +19.3% |
| 5Y | +43.3% | +46.2% | -2.9% | -14.1% |
| All | +167.4% | +94.4% | +73.1% | +40.9% |
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