+167.4%
IONQ vs OXY
+256.2%
-88.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.6% |
| 7D | -11.5% | +4.2% | -15.7% | -12.4% |
| 30D | -8.1% | -4.3% | -3.8% | -7.3% |
| 3M | -35.8% | +2.3% | -38.1% | -36.5% |
| 6M | -47.7% | +5.5% | -53.3% | -49.2% |
| YTD | -35.6% | +44.9% | -80.5% | -44.5% |
| 1Y | -36.4% | +42.6% | -79.0% | -44.9% |
| 3Y | +150.0% | +0.7% | +149.3% | +135.4% |
| 5Y | +43.3% | +96.9% | -53.5% | +14.8% |
| All | +167.4% | +256.2% | -88.8% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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