+188.9%
AMAT vs IONQ
-4.1%
+193.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.0% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | -14.8% | -1.0% | -13.8% | -14.9% |
| 3M | -9.3% | -39.8% | +30.5% | -1.7% |
| 6M | +27.4% | +6.4% | +21.0% | +26.1% |
| YTD | +77.6% | -11.9% | +89.5% | +78.5% |
| 1Y | +188.9% | -6.2% | +195.1% | +200.6% |
| All | +188.9% | -4.1% | +193.1% | +200.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling