+202.0%
IONQ vs SLB
+155.8%
+46.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.6% | +22.9% | +23.2% |
| 7D | +8.6% | -7.1% | +15.7% | +11.6% |
| 30D | -21.1% | +4.1% | -25.2% | -22.1% |
| 3M | -17.9% | -2.6% | -15.2% | -17.6% |
| 6M | -37.9% | -8.6% | -29.4% | -36.4% |
| YTD | -27.3% | +32.2% | -59.5% | -34.9% |
| 1Y | -43.2% | +40.7% | -83.9% | -50.3% |
| 3Y | +191.0% | -4.5% | +195.5% | +181.1% |
| 5Y | +69.3% | +66.4% | +2.9% | +40.0% |
| All | +202.0% | +155.8% | +46.2% | +128.6% |
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