+265.9%
IONQ vs QXO
-25.1%
+291.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | -1.0% | -16.0% | +15.0% | -0.1% |
| 3M | -39.8% | -17.7% | -22.1% | -39.3% |
| 6M | +6.4% | -42.6% | +49.0% | +9.2% |
| YTD | -11.9% | -30.8% | +18.9% | -10.4% |
| 1Y | -6.2% | -35.3% | +29.2% | -4.3% |
| 3Y | +125.7% | -46.3% | +172.0% | +109.7% |
| 5Y | +296.0% | -69.2% | +365.2% | +253.4% |
| All | +265.9% | -25.1% | +291.1% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling