+53.4%
XOM vs IONQ
+129.9%
-76.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.7% |
| 7D | -2.4% | +7.1% | -9.5% | -2.4% |
| 30D | +5.7% | -8.9% | +14.6% | +5.7% |
| 3M | +6.6% | -35.6% | +42.1% | +7.1% |
| 6M | +7.7% | +13.3% | -5.6% | +6.9% |
| YTD | +36.2% | -9.8% | +46.0% | +35.7% |
| 1Y | +50.5% | -1.3% | +51.8% | +49.1% |
| 3Y | +53.4% | +109.3% | -55.9% | +43.2% |
| All | +53.4% | +129.9% | -76.6% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling