-21.7%
IONQ vs QXO
-42.4%
+20.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.0% |
| 7D | -5.6% | -8.7% | +3.1% | -1.8% |
| 30D | -15.2% | -21.0% | +5.8% | -6.5% |
| 3M | -34.9% | -18.4% | -16.6% | -30.2% |
| 6M | +4.9% | -43.0% | +47.9% | +29.1% |
| YTD | -17.9% | -36.3% | +18.4% | -4.8% |
| All | -21.7% | -42.4% | +20.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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