+266.8%
IONQ vs LYB
-4.6%
+271.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -7.0% | +0.3% | -7.3% | -7.1% |
| 30D | -18.7% | +2.5% | -21.2% | -19.5% |
| 3M | -36.6% | +1.4% | -38.0% | -37.4% |
| 6M | +7.2% | -3.5% | +10.7% | +4.2% |
| YTD | -18.1% | +52.0% | -70.1% | -36.9% |
| 1Y | -21.9% | +22.1% | -43.9% | -33.3% |
| 3Y | +86.7% | -22.8% | +109.5% | +98.3% |
| All | +266.8% | -4.6% | +271.4% | +273.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling