-44.7%
IONQ vs SHEL
+43.6%
-88.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.9% |
| 7D | -8.9% | -3.2% | -5.7% | -9.3% |
| 30D | -31.3% | +5.5% | -36.8% | -30.7% |
| 3M | -29.2% | +14.4% | -43.6% | -28.2% |
| 6M | -35.4% | +16.2% | -51.6% | -34.0% |
| YTD | -34.2% | +42.4% | -76.6% | -39.6% |
| 1Y | -44.7% | +43.3% | -87.9% | -49.3% |
| All | -44.7% | +43.6% | -88.3% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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