+167.4%
IONQ vs EXR
+71.6%
+95.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | -0.4% | -11.0% | -11.2% |
| 30D | -8.1% | +18.2% | -26.3% | -17.5% |
| 3M | -35.8% | +7.3% | -43.1% | -38.8% |
| 6M | -47.7% | +13.8% | -61.6% | -52.6% |
| YTD | -35.6% | +25.9% | -61.6% | -45.3% |
| 1Y | -36.4% | +25.8% | -62.2% | -46.1% |
| 3Y | +150.0% | +53.7% | +96.3% | +81.8% |
| 5Y | +43.3% | -1.8% | +45.1% | +35.2% |
| All | +167.4% | +71.6% | +95.8% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling