-36.2%
IONQ vs SHEL
+35.6%
-71.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.6% | +8.3% |
| 7D | +25.5% | -5.8% | +31.2% | +24.3% |
| 30D | -11.4% | -1.3% | -10.1% | -11.5% |
| 3M | -20.5% | +12.7% | -33.2% | -19.6% |
| 6M | -28.2% | +19.9% | -48.1% | -27.2% |
| YTD | -21.2% | +38.3% | -59.5% | -28.4% |
| All | -36.2% | +35.6% | -71.8% | -36.3% |
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