+227.2%
IONQ vs EXR
+73.4%
+153.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.0% |
| 7D | +25.5% | +2.7% | +22.8% | +23.4% |
| 30D | -11.4% | +18.9% | -30.4% | -20.8% |
| 3M | -20.5% | +8.4% | -28.8% | -24.6% |
| 6M | -28.2% | +14.3% | -42.5% | -35.0% |
| YTD | -21.2% | +27.2% | -48.5% | -33.5% |
| 1Y | -40.4% | +25.9% | -66.3% | -49.5% |
| 3Y | +214.7% | +54.6% | +160.1% | +127.7% |
| 5Y | +56.9% | -0.6% | +57.5% | +47.0% |
| All | +227.2% | +73.4% | +153.8% | +292.4% |
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