+301.4%
AMAT vs IONQ
+193.2%
+108.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +23.4% | -19.2% | 0.0% |
| 7D | -14.7% | +8.6% | -23.3% | -16.1% |
| 30D | -36.1% | -21.1% | -15.0% | -33.7% |
| 3M | -36.9% | -17.9% | -19.0% | -35.3% |
| 6M | -22.2% | -37.9% | +15.8% | -16.8% |
| YTD | +29.9% | -27.3% | +57.2% | +32.5% |
| 1Y | +43.3% | -43.2% | +86.5% | +50.6% |
| 3Y | +142.7% | +191.0% | -48.3% | +58.2% |
| 5Y | +126.2% | +69.3% | +56.9% | +30.2% |
| All | +301.4% | +193.2% | +108.2% | +87.1% |
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