+265.9%
IONQ vs LYB
-0.2%
+266.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.8% |
| 7D | +0.8% | -0.2% | +1.1% | +0.8% |
| 30D | -1.0% | +8.7% | -9.7% | -4.0% |
| 3M | -39.8% | -3.0% | -36.8% | -39.6% |
| 6M | +6.4% | +4.7% | +1.7% | 0.0% |
| YTD | -11.9% | +51.6% | -63.5% | -30.3% |
| 1Y | -6.2% | +24.4% | -30.5% | -19.4% |
| 3Y | +125.7% | -23.5% | +149.2% | +136.1% |
| 5Y | +296.0% | -6.5% | +302.5% | +293.1% |
| All | +265.9% | -0.2% | +266.1% | +246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling