+182.7%
AAPL vs IONQ
+177.4%
+5.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.4% | +9.3% | +0.6% |
| 7D | +3.2% | +16.8% | -13.6% | +1.6% |
| 30D | +4.1% | -11.1% | +15.2% | +4.6% |
| 3M | +17.5% | -31.7% | +49.2% | +20.3% |
| 6M | +20.6% | -44.8% | +65.3% | +24.6% |
| YTD | +31.0% | -31.2% | +62.2% | +30.8% |
| 1Y | +30.2% | -39.1% | +69.4% | +30.7% |
| 3Y | +92.9% | +189.5% | -96.6% | +45.1% |
| 5Y | +142.4% | +53.2% | +89.3% | +68.0% |
| All | +182.7% | +177.4% | +5.3% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling