+304.7%
IONQ vs LNG
+218.5%
+86.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.9% | +5.2% |
| 7D | +7.1% | -6.2% | +13.3% | +10.4% |
| 30D | -8.9% | +8.0% | -16.9% | -13.4% |
| 3M | -35.6% | +16.9% | -52.5% | -42.5% |
| 6M | +13.3% | +8.7% | +4.6% | +2.8% |
| YTD | -9.8% | +43.0% | -52.8% | -31.9% |
| 1Y | -1.3% | +19.4% | -20.7% | -16.1% |
| 3Y | +109.3% | +74.7% | +34.5% | +40.8% |
| 5Y | +304.7% | +222.4% | +82.3% | +104.7% |
| All | +304.7% | +218.5% | +86.2% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling