-36.4%
IONQ vs LYB
+57.8%
-94.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.2% |
| 7D | -11.5% | +6.1% | -17.6% | -9.8% |
| 30D | -8.1% | +5.3% | -13.4% | -6.3% |
| 3M | -35.8% | +4.3% | -40.1% | -34.5% |
| 6M | -47.7% | -10.8% | -36.9% | -47.4% |
| YTD | -35.6% | +53.8% | -89.4% | -31.7% |
| 1Y | -36.4% | +50.5% | -86.8% | -32.5% |
| All | -36.4% | +57.8% | -94.2% | -32.5% |
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