+265.9%
IONQ vs SLB
+194.7%
+71.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | -1.0% | +15.8% | -16.9% | -6.4% |
| 3M | -39.8% | -0.3% | -39.5% | -40.0% |
| 6M | +6.4% | +21.3% | -14.9% | -1.4% |
| YTD | -11.9% | +52.3% | -64.2% | -24.8% |
| 1Y | -6.2% | +63.6% | -69.8% | -22.1% |
| 3Y | +125.7% | +3.8% | +121.9% | +111.2% |
| 5Y | +296.0% | +128.6% | +167.3% | +204.4% |
| All | +265.9% | +194.7% | +71.2% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling