+265.9%
IONQ vs LNG
+403.2%
-137.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.8% | +3.4% | -2.6% | -0.9% |
| 30D | -1.0% | +14.9% | -15.9% | -8.3% |
| 3M | -39.8% | +21.4% | -61.2% | -46.5% |
| 6M | +6.4% | +17.8% | -11.4% | -6.2% |
| YTD | -11.9% | +51.3% | -63.2% | -33.0% |
| 1Y | -6.2% | +24.4% | -30.6% | -20.1% |
| 3Y | +125.7% | +79.7% | +46.0% | +58.5% |
| 5Y | +296.0% | +241.3% | +54.7% | +121.9% |
| All | +265.9% | +403.2% | -137.3% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling