+274.7%
IONQ vs LYB
+1.5%
+273.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | +7.1% | -0.9% | +8.0% | +7.3% |
| 30D | -8.9% | +9.5% | -18.4% | -11.6% |
| 3M | -35.6% | +1.3% | -36.8% | -36.3% |
| 6M | +13.3% | -1.7% | +15.0% | +9.7% |
| YTD | -9.8% | +54.1% | -63.9% | -29.0% |
| 1Y | -1.3% | +25.7% | -27.0% | -15.4% |
| 3Y | +109.3% | -20.9% | +130.2% | +116.6% |
| 5Y | +304.7% | -1.5% | +306.2% | +297.5% |
| All | +274.7% | +1.5% | +273.2% | +253.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling