+144.7%
IONQ vs SLB
+154.4%
-9.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.7% | -6.8% | -9.3% |
| 7D | -16.7% | -7.7% | -8.9% | -14.2% |
| 30D | -38.9% | -0.7% | -38.2% | -38.7% |
| 3M | -33.8% | 0.0% | -33.8% | -34.2% |
| 6M | -44.9% | -10.4% | -34.5% | -43.2% |
| YTD | -41.1% | +31.5% | -72.6% | -47.2% |
| 1Y | -52.3% | +39.1% | -91.4% | -58.1% |
| 3Y | +128.2% | -5.7% | +134.0% | +121.2% |
| 5Y | +37.2% | +65.4% | -28.3% | +13.6% |
| All | +144.7% | +154.4% | -9.7% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling