+215.4%
IONQ vs LNG
+426.0%
-210.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.4% | -4.3% |
| 7D | +15.3% | +4.5% | +10.8% | +13.1% |
| 30D | -6.1% | +8.0% | -14.1% | -9.8% |
| 3M | -21.6% | +15.0% | -36.6% | -27.5% |
| 6M | -40.1% | +27.1% | -67.2% | -48.6% |
| YTD | -24.1% | +58.1% | -82.2% | -43.9% |
| 1Y | -37.4% | +45.0% | -82.4% | -51.4% |
| 3Y | +219.5% | +82.6% | +136.9% | +121.3% |
| 5Y | +76.9% | +206.8% | -129.9% | -3.4% |
| All | +215.4% | +426.0% | -210.6% | +64.3% |
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