+253.1%
IONQ vs IDXX
+2.4%
+250.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.0% |
| 7D | +1.3% | -4.4% | +5.8% | +4.7% |
| 30D | -10.3% | -13.5% | +3.2% | -0.6% |
| 3M | -32.7% | -11.0% | -21.7% | -28.4% |
| 6M | +6.3% | -15.6% | +21.9% | +17.2% |
| YTD | -15.0% | -23.9% | +8.9% | +1.6% |
| 1Y | -13.3% | -21.4% | +8.1% | -1.4% |
| 3Y | +97.2% | +10.6% | +86.6% | +49.2% |
| 5Y | +278.7% | -23.9% | +302.6% | +283.6% |
| All | +253.1% | +2.4% | +250.7% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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