+52.8%
IONQ vs EXPE
+43.3%
+9.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.9% | +28.3% | +26.1% |
| 7D | +8.6% | -9.3% | +17.9% | +12.8% |
| 30D | -21.1% | +0.1% | -21.2% | -23.2% |
| 3M | -17.9% | -15.3% | -2.6% | -13.7% |
| 6M | -37.9% | +5.5% | -43.4% | -45.3% |
| YTD | -27.3% | -8.0% | -19.3% | -31.8% |
| 1Y | -43.2% | +18.9% | -62.1% | -56.9% |
| 3Y | +191.0% | +135.5% | +55.5% | +23.5% |
| All | +52.8% | +43.3% | +9.5% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling