+52.8%
IONQ vs SHEL
+159.8%
-107.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +23.9% |
| 7D | +8.6% | -8.8% | +17.4% | +13.8% |
| 30D | -21.1% | +2.3% | -23.4% | -22.6% |
| 3M | -17.9% | +11.6% | -29.4% | -23.3% |
| 6M | -37.9% | +15.7% | -53.6% | -43.6% |
| YTD | -27.3% | +38.6% | -65.9% | -41.9% |
| 1Y | -43.2% | +38.5% | -81.7% | -54.6% |
| 3Y | +191.0% | +66.9% | +124.1% | +106.3% |
| All | +52.8% | +159.8% | -107.0% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling