+151.0%
AAPL vs IONQ
+242.8%
-91.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +0.2% |
| 7D | -3.0% | +1.3% | -4.3% | -3.1% |
| 30D | +2.3% | -10.3% | +12.6% | +3.0% |
| 3M | +8.6% | -32.7% | +41.3% | +11.6% |
| 6M | +21.6% | +6.3% | +15.2% | +18.6% |
| YTD | +16.3% | -15.0% | +31.3% | +14.8% |
| 1Y | +35.1% | -13.3% | +48.4% | +31.0% |
| 3Y | +79.4% | +97.2% | -17.8% | +43.1% |
| 5Y | +109.8% | +278.7% | -168.9% | +33.2% |
| All | +151.0% | +242.8% | -91.8% | +57.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling