+401.4%
XOM vs IONQ
+206.2%
+195.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.0% | +1.4% |
| 7D | -1.5% | +15.3% | -16.8% | -1.9% |
| 30D | -3.2% | -6.1% | +2.9% | -3.2% |
| 3M | +5.0% | -21.6% | +26.6% | +5.3% |
| 6M | +12.9% | -40.1% | +53.0% | +13.7% |
| YTD | +41.3% | -24.1% | +65.4% | +40.7% |
| 1Y | +43.2% | -37.4% | +80.6% | +43.2% |
| 3Y | +77.3% | +219.5% | -142.2% | +60.3% |
| 5Y | +204.8% | +76.9% | +127.9% | +166.6% |
| All | +401.4% | +206.2% | +195.2% | +310.0% |
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