+52.8%
IONQ vs ICE
+34.9%
+17.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +24.4% |
| 7D | +8.6% | +2.0% | +6.6% | +6.0% |
| 30D | -21.1% | +12.9% | -34.0% | -31.5% |
| 3M | -17.9% | +15.4% | -33.3% | -30.9% |
| 6M | -37.9% | +13.1% | -51.0% | -47.8% |
| YTD | -27.3% | +7.5% | -34.8% | -36.6% |
| 1Y | -43.2% | +18.3% | -61.5% | -56.5% |
| 3Y | +191.0% | +65.9% | +125.1% | +31.7% |
| All | +52.8% | +34.9% | +17.9% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling