+304.7%
IONQ vs ICE
+42.0%
+262.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +4.7% |
| 7D | +7.1% | -1.2% | +8.3% | +8.2% |
| 30D | -8.9% | +5.0% | -13.9% | -14.1% |
| 3M | -35.6% | +13.9% | -49.4% | -45.8% |
| 6M | +13.3% | -4.4% | +17.7% | +16.4% |
| YTD | -9.8% | -1.9% | -7.9% | -12.1% |
| 1Y | -1.3% | -8.1% | +6.8% | +4.0% |
| 3Y | +109.3% | +42.5% | +66.8% | +17.4% |
| 5Y | +304.7% | +40.6% | +264.1% | +149.2% |
| All | +304.7% | +42.0% | +262.7% | +149.2% |
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 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