+144.7%
IONQ vs EXR
+73.3%
+71.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -10.0% | -10.2% |
| 7D | -16.7% | +6.8% | -23.5% | -20.2% |
| 30D | -38.9% | +19.6% | -58.5% | -45.6% |
| 3M | -33.8% | +8.0% | -41.8% | -37.1% |
| 6M | -44.9% | +17.2% | -62.1% | -50.8% |
| YTD | -41.1% | +27.2% | -68.3% | -50.2% |
| 1Y | -52.3% | +26.1% | -78.4% | -59.6% |
| 3Y | +128.2% | +70.7% | +57.6% | +54.4% |
| 5Y | +37.2% | +1.0% | +36.2% | +29.3% |
| All | +144.7% | +73.3% | +71.4% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling