+93.6%
AAPL vs IONQ
+176.2%
-82.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +23.4% | -23.9% | -1.6% |
| 7D | -0.7% | +8.6% | -9.2% | -1.2% |
| 30D | +1.7% | -21.1% | +22.8% | +2.6% |
| 3M | +9.7% | -17.9% | +27.6% | +10.2% |
| 6M | +19.3% | -37.9% | +57.2% | +21.1% |
| YTD | +26.3% | -27.3% | +53.6% | +26.0% |
| 1Y | +27.4% | -43.2% | +70.6% | +28.4% |
| 3Y | +93.6% | +191.0% | -97.4% | +65.4% |
| All | +93.6% | +176.2% | -82.6% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling