+265.9%
IONQ vs ICE
+49.4%
+216.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +3.3% |
| 7D | +0.8% | -0.7% | +1.5% | +1.4% |
| 30D | -1.0% | +7.6% | -8.6% | -8.5% |
| 3M | -39.8% | +13.9% | -53.7% | -48.8% |
| 6M | +6.4% | -2.4% | +8.8% | +7.0% |
| YTD | -11.9% | +0.3% | -12.2% | -15.7% |
| 1Y | -6.2% | -6.4% | +0.3% | -2.9% |
| 3Y | +125.7% | +43.1% | +82.6% | +34.3% |
| 5Y | +296.0% | +42.1% | +253.9% | +148.6% |
| All | +265.9% | +49.4% | +216.5% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling