+253.1%
IONQ vs LNG
+375.5%
-122.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.7% | -5.7% |
| 7D | +1.3% | -6.7% | +8.1% | +4.5% |
| 30D | -10.3% | +3.9% | -14.2% | -12.5% |
| 3M | -32.7% | +15.5% | -48.2% | -38.9% |
| 6M | +6.3% | +10.5% | -4.2% | -3.5% |
| YTD | -15.0% | +43.0% | -58.0% | -33.8% |
| 1Y | -13.3% | +18.9% | -32.2% | -24.8% |
| 3Y | +97.2% | +74.7% | +22.6% | +40.0% |
| 5Y | +278.7% | +231.2% | +47.5% | +117.2% |
| All | +253.1% | +375.5% | -122.4% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling