+202.0%
IONQ vs EXPE
+95.3%
+106.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.9% | +28.3% | +26.0% |
| 7D | +8.6% | -9.3% | +17.9% | +12.7% |
| 30D | -21.1% | +0.1% | -21.2% | -23.1% |
| 3M | -17.9% | -15.3% | -2.6% | -13.7% |
| 6M | -37.9% | +5.5% | -43.4% | -44.9% |
| YTD | -27.3% | -8.0% | -19.3% | -31.6% |
| 1Y | -43.2% | +18.9% | -62.1% | -56.2% |
| 3Y | +191.0% | +135.5% | +55.5% | +32.2% |
| 5Y | +69.3% | +44.3% | +25.0% | +2.2% |
| All | +202.0% | +95.3% | +106.7% | +58.9% |
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