+215.4%
IONQ vs SLB
+161.2%
+54.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.4% |
| 7D | +15.3% | -1.2% | +16.5% | +15.9% |
| 30D | -6.1% | +4.5% | -10.6% | -7.4% |
| 3M | -21.6% | -4.6% | -17.0% | -20.6% |
| 6M | -40.1% | -6.3% | -33.9% | -39.3% |
| YTD | -24.1% | +35.0% | -59.0% | -32.5% |
| 1Y | -37.4% | +38.8% | -76.2% | -45.0% |
| 3Y | +219.5% | +3.3% | +216.2% | +202.3% |
| 5Y | +76.9% | +73.6% | +3.3% | +44.4% |
| All | +215.4% | +161.2% | +54.2% | +137.0% |
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