+151.7%
AAPL vs IONQ
+263.8%
-112.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.4% |
| 7D | -2.7% | +7.1% | -9.9% | -3.3% |
| 30D | +1.0% | -8.9% | +9.9% | +1.6% |
| 3M | +5.0% | -35.6% | +40.5% | +8.3% |
| 6M | +23.0% | +13.3% | +9.8% | +19.4% |
| YTD | +16.6% | -9.8% | +26.4% | +14.6% |
| 1Y | +33.4% | -1.3% | +34.7% | +27.8% |
| 3Y | +79.9% | +109.3% | -29.4% | +42.8% |
| 5Y | +109.0% | +304.7% | -195.7% | +31.9% |
| All | +151.7% | +263.8% | -112.1% | +57.5% |
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