+191.0%
IONQ vs EXPE
+131.0%
+60.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.9% | +28.3% | +25.2% |
| 7D | +8.6% | -9.3% | +17.9% | +11.7% |
| 30D | -21.1% | +0.1% | -21.2% | -22.4% |
| 3M | -17.9% | -15.3% | -2.6% | -14.8% |
| 6M | -37.9% | +5.5% | -43.4% | -43.3% |
| YTD | -27.3% | -8.0% | -19.3% | -30.3% |
| 1Y | -43.2% | +18.9% | -62.1% | -54.2% |
| 3Y | +191.0% | +135.5% | +55.5% | +44.0% |
| All | +191.0% | +131.0% | +60.0% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling