+253.1%
IONQ vs SHEL
+226.5%
+26.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.9% |
| 7D | +1.3% | +3.0% | -1.7% | 0.0% |
| 30D | -10.3% | +7.2% | -17.5% | -13.2% |
| 3M | -32.7% | +12.9% | -45.6% | -36.8% |
| 6M | +6.3% | +13.7% | -7.4% | -1.3% |
| YTD | -15.0% | +33.7% | -48.7% | -27.5% |
| 1Y | -13.3% | +37.9% | -51.2% | -27.2% |
| 3Y | +97.2% | +70.2% | +27.0% | +50.1% |
| 5Y | +278.7% | +192.3% | +86.4% | +142.7% |
| All | +253.1% | +226.5% | +26.6% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling