-1.3%
IONQ vs SHEL
+37.1%
-38.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.3% |
| 7D | +7.1% | +1.9% | +5.2% | +7.1% |
| 30D | -8.9% | +8.7% | -17.6% | -9.2% |
| 3M | -35.6% | +11.0% | -46.5% | -35.4% |
| 6M | +13.3% | +14.6% | -1.3% | +9.1% |
| YTD | -9.8% | +33.3% | -43.1% | -21.0% |
| 1Y | -1.3% | +37.9% | -39.2% | -9.1% |
| All | -1.3% | +37.1% | -38.4% | -9.1% |
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