+154.7%
AAPL vs IONQ
+255.2%
-100.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +3.0% | -1.0% | +4.0% | +2.8% |
| 3M | +2.9% | -39.8% | +42.7% | +6.7% |
| 6M | +22.1% | +6.4% | +15.7% | +19.1% |
| YTD | +18.0% | -11.9% | +29.9% | +16.2% |
| 1Y | +33.9% | -6.2% | +40.1% | +28.9% |
| 3Y | +71.2% | +125.7% | -54.5% | +34.1% |
| 5Y | +112.6% | +296.0% | -183.4% | +34.4% |
| All | +154.7% | +255.2% | -100.5% | +59.7% |
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 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