+227.2%
IONQ vs SHEL
+237.7%
-10.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.6% | +8.4% |
| 7D | +25.5% | -5.8% | +31.2% | +28.6% |
| 30D | -11.4% | -1.3% | -10.1% | -11.3% |
| 3M | -20.5% | +12.7% | -33.2% | -25.2% |
| 6M | -28.2% | +19.9% | -48.1% | -34.8% |
| YTD | -21.2% | +38.3% | -59.5% | -34.2% |
| 1Y | -40.4% | +35.7% | -76.1% | -49.8% |
| 3Y | +214.7% | +71.7% | +143.0% | +136.9% |
| 5Y | +56.9% | +158.4% | -101.6% | +0.1% |
| All | +227.2% | +237.7% | -10.5% | +105.7% |
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 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