+347.0%
AMAT vs IONQ
+217.7%
+129.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +8.3% | +3.0% | +9.9% |
| 7D | -1.1% | +25.5% | -26.5% | -5.1% |
| 30D | -26.9% | -11.4% | -15.5% | -25.6% |
| 3M | -31.2% | -20.5% | -10.7% | -29.0% |
| 6M | -14.7% | -28.2% | +13.5% | -11.0% |
| YTD | +44.7% | -21.2% | +65.9% | +45.6% |
| 1Y | +62.0% | -40.4% | +102.3% | +68.9% |
| 3Y | +165.0% | +214.7% | -49.7% | +70.5% |
| 5Y | +147.1% | +56.9% | +90.2% | +45.5% |
| All | +347.0% | +217.7% | +129.3% | +105.5% |
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