+379.6%
XOM vs IONQ
+255.2%
+124.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | +1.8% | +0.8% | +0.9% | +1.7% |
| 30D | +5.9% | -1.0% | +6.9% | +5.8% |
| 3M | +5.6% | -39.8% | +45.4% | +6.7% |
| 6M | +7.9% | +6.4% | +1.4% | +6.8% |
| YTD | +35.2% | -11.9% | +47.1% | +34.4% |
| 1Y | +46.0% | -6.2% | +52.1% | +44.0% |
| 3Y | +55.0% | +125.7% | -70.7% | +42.5% |
| 5Y | +246.3% | +296.0% | -49.7% | +194.5% |
| All | +379.6% | +255.2% | +124.4% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling