+167.2%
IONQ vs ICE
+68.8%
+98.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.5% | -7.9% | -8.6% |
| 7D | +16.8% | +2.2% | +14.5% | +15.4% |
| 30D | -11.1% | +13.7% | -24.8% | -17.8% |
| 3M | -31.7% | +17.9% | -49.6% | -38.6% |
| 6M | -44.8% | +15.0% | -59.7% | -49.1% |
| YTD | -31.2% | +10.9% | -42.2% | -35.9% |
| 1Y | -39.1% | +17.0% | -56.1% | -46.3% |
| All | +167.2% | +68.8% | +98.4% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling