+224.0%
IONQ vs EXR
+72.1%
+151.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +16.7% | +1.7% | +14.9% | +15.4% |
| 30D | -12.3% | +18.0% | -30.3% | -21.2% |
| 3M | -17.7% | +9.7% | -27.4% | -22.7% |
| 6M | -28.9% | +13.4% | -42.4% | -35.3% |
| YTD | -22.0% | +26.3% | -48.3% | -33.8% |
| 1Y | -36.8% | +27.6% | -64.4% | -47.0% |
| 3Y | +228.2% | +52.2% | +176.1% | +139.9% |
| 5Y | +91.9% | -1.1% | +93.0% | +80.9% |
| All | +224.0% | +72.1% | +151.9% | +290.3% |
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