-36.2%
IONQ vs ICE
+18.6%
-54.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.3% |
| 7D | +25.5% | +1.0% | +24.4% | +25.4% |
| 30D | -11.4% | +11.4% | -22.8% | -12.0% |
| 3M | -20.5% | +16.2% | -36.6% | -21.7% |
| 6M | -28.2% | +12.5% | -40.7% | -25.6% |
| YTD | -21.2% | +8.6% | -29.8% | -20.3% |
| All | -36.2% | +18.6% | -54.8% | -42.2% |
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