+52.3%
XOM vs IONQ
-16.9%
+69.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -7.0% | +11.1% | +3.9% |
| 30D | +4.6% | -18.7% | +23.3% | +4.0% |
| 3M | +14.0% | -36.6% | +50.6% | +13.3% |
| 6M | +11.0% | +7.2% | +3.7% | +11.0% |
| YTD | +40.7% | -18.1% | +58.8% | +41.0% |
| 1Y | +52.3% | -21.9% | +74.2% | +53.1% |
| All | +52.3% | -16.9% | +69.2% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 1y: compounded portfolio wealth divided by compounded IONQ 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…
1y analysis · Full analysis span regression · 6 months rolling