+265.9%
IONQ vs EXPE
+124.5%
+141.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.3% |
| 7D | +0.8% | -9.5% | +10.3% | +6.7% |
| 30D | -1.0% | -6.6% | +5.6% | +1.8% |
| 3M | -39.8% | +31.4% | -71.2% | -50.8% |
| 6M | +6.4% | +35.2% | -28.8% | -16.4% |
| YTD | -11.9% | +5.8% | -17.7% | -20.8% |
| 1Y | -6.2% | +38.7% | -44.8% | -31.5% |
| 3Y | +125.7% | +175.8% | -50.1% | -3.8% |
| 5Y | +296.0% | +111.8% | +184.1% | +110.5% |
| All | +265.9% | +124.5% | +141.4% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling