+52.8%
IONQ vs SLB
+65.5%
-12.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.6% | +22.9% | +23.2% |
| 7D | +8.6% | -7.1% | +15.7% | +12.0% |
| 30D | -21.1% | +4.1% | -25.2% | -22.2% |
| 3M | -17.9% | -2.6% | -15.2% | -17.6% |
| 6M | -37.9% | -8.6% | -29.4% | -36.2% |
| YTD | -27.3% | +32.2% | -59.5% | -36.2% |
| 1Y | -43.2% | +40.7% | -83.9% | -51.5% |
| 3Y | +191.0% | -4.5% | +195.5% | +179.5% |
| All | +52.8% | +65.5% | -12.7% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling