+227.2%
IONQ vs ICE
+61.7%
+165.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +7.4% |
| 7D | +25.5% | +1.0% | +24.4% | +24.0% |
| 30D | -11.4% | +11.4% | -22.8% | -21.3% |
| 3M | -20.5% | +16.2% | -36.6% | -32.9% |
| 6M | -28.2% | +12.5% | -40.7% | -38.4% |
| YTD | -21.2% | +8.6% | -29.8% | -31.3% |
| 1Y | -40.4% | +18.4% | -58.7% | -53.3% |
| 3Y | +214.7% | +66.4% | +148.3% | +55.6% |
| 5Y | +56.9% | +37.2% | +19.7% | -5.5% |
| All | +227.2% | +61.7% | +165.5% | +82.4% |
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