+294.8%
IONQ vs EXPE
+111.8%
+183.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.3% |
| 7D | +0.8% | -9.5% | +10.3% | +7.0% |
| 30D | -1.0% | -6.6% | +5.6% | +1.9% |
| 3M | -39.8% | +31.4% | -71.2% | -51.3% |
| 6M | +6.4% | +35.2% | -28.8% | -17.5% |
| YTD | -11.9% | +5.8% | -17.7% | -21.3% |
| 1Y | -6.2% | +38.7% | -44.8% | -32.9% |
| 3Y | +125.7% | +175.8% | -50.1% | -10.7% |
| All | +294.8% | +111.8% | +183.0% | +105.7% |
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