+215.4%
IONQ vs EXPE
+95.7%
+119.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.0% | -3.9% |
| 7D | +15.3% | -17.8% | +33.1% | +27.5% |
| 30D | -6.1% | -3.2% | -2.9% | -6.6% |
| 3M | -21.6% | -19.0% | -2.6% | -15.6% |
| 6M | -40.1% | +17.7% | -57.9% | -49.8% |
| YTD | -24.1% | -7.8% | -16.3% | -28.7% |
| 1Y | -37.4% | -1.4% | -36.1% | -44.4% |
| 3Y | +219.5% | +121.9% | +97.6% | +52.0% |
| 5Y | +76.9% | +44.3% | +32.7% | +6.5% |
| All | +215.4% | +95.7% | +119.6% | +65.6% |
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