+265.9%
IONQ vs SHEL
+217.5%
+48.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.8% | +2.2% | -1.4% | -0.2% |
| 30D | -1.0% | +6.8% | -7.9% | -4.1% |
| 3M | -39.8% | +8.1% | -47.9% | -42.2% |
| 6M | +6.4% | +14.4% | -8.0% | -1.7% |
| YTD | -11.9% | +30.0% | -41.9% | -23.9% |
| 1Y | -6.2% | +33.3% | -39.5% | -19.9% |
| 3Y | +125.7% | +66.4% | +59.3% | +73.6% |
| 5Y | +296.0% | +178.6% | +117.4% | +157.4% |
| All | +265.9% | +217.5% | +48.4% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling