+274.7%
IONQ vs ICE
+46.1%
+228.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +4.6% |
| 7D | +7.1% | -1.2% | +8.3% | +8.1% |
| 30D | -8.9% | +5.0% | -13.9% | -13.8% |
| 3M | -35.6% | +13.9% | -49.4% | -45.3% |
| 6M | +13.3% | -4.4% | +17.7% | +16.2% |
| YTD | -9.8% | -1.9% | -7.9% | -11.8% |
| 1Y | -1.3% | -8.1% | +6.8% | +3.7% |
| 3Y | +109.3% | +42.5% | +66.8% | +24.9% |
| 5Y | +304.7% | +40.6% | +264.1% | +158.5% |
| All | +274.7% | +46.1% | +228.6% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling