+202.0%
IONQ vs SHEL
+238.5%
-36.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +23.8% |
| 7D | +8.6% | -8.8% | +17.4% | +12.9% |
| 30D | -21.1% | +2.3% | -23.4% | -22.3% |
| 3M | -17.9% | +11.6% | -29.4% | -22.4% |
| 6M | -37.9% | +15.7% | -53.6% | -42.6% |
| YTD | -27.3% | +38.6% | -65.9% | -39.3% |
| 1Y | -43.2% | +38.5% | -81.7% | -52.6% |
| 3Y | +191.0% | +66.9% | +124.1% | +121.7% |
| 5Y | +69.3% | +160.6% | -91.3% | +7.9% |
| All | +202.0% | +238.5% | -36.4% | +89.7% |
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