-44.7%
IONQ vs LYB
+47.4%
-92.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -2.8% |
| 7D | -8.9% | -6.2% | -2.7% | -10.4% |
| 30D | -31.3% | +6.3% | -37.6% | -29.8% |
| 3M | -29.2% | +4.1% | -33.3% | -27.9% |
| 6M | -35.4% | -15.5% | -20.0% | -36.5% |
| YTD | -34.2% | +50.2% | -84.4% | -27.1% |
| 1Y | -44.7% | +50.6% | -95.3% | -39.2% |
| All | -44.7% | +47.4% | -92.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling