+45.7%
IONQ vs ICE
+40.5%
+5.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.8% |
| 7D | -11.5% | +3.6% | -15.1% | -14.4% |
| 30D | -8.1% | +15.1% | -23.2% | -21.4% |
| 3M | -35.8% | +15.4% | -51.2% | -45.7% |
| 6M | -47.7% | +16.1% | -63.9% | -56.9% |
| YTD | -35.6% | +11.4% | -47.0% | -45.6% |
| 1Y | -36.4% | +18.5% | -54.8% | -50.5% |
| 3Y | +150.0% | +70.5% | +79.5% | +11.9% |
| All | +45.7% | +40.5% | +5.2% | -10.3% |
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