-44.7%
IONQ vs ICE
+21.0%
-65.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.5% |
| 7D | -8.9% | +12.2% | -21.1% | -9.4% |
| 30D | -31.3% | +15.0% | -46.2% | -32.0% |
| 3M | -29.2% | +17.6% | -46.8% | -30.4% |
| 6M | -35.4% | +12.6% | -48.0% | -33.0% |
| YTD | -34.2% | +9.1% | -43.3% | -33.3% |
| 1Y | -44.7% | +20.6% | -65.3% | -49.2% |
| All | -44.7% | +21.0% | -65.7% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling