+167.4%
IONQ vs LYB
+1.2%
+166.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.6% |
| 7D | -11.5% | +6.1% | -17.6% | -13.0% |
| 30D | -8.1% | +5.3% | -13.4% | -9.7% |
| 3M | -35.8% | +4.3% | -40.1% | -37.1% |
| 6M | -47.7% | -10.8% | -36.9% | -46.5% |
| YTD | -35.6% | +53.8% | -89.4% | -49.6% |
| 1Y | -36.4% | +50.5% | -86.8% | -50.2% |
| 3Y | +150.0% | -16.4% | +166.4% | +151.7% |
| 5Y | +43.3% | -4.8% | +48.1% | +41.4% |
| All | +167.4% | +1.2% | +166.2% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling