+66.9%
AMAT vs IONQ
-41.6%
+108.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.7% | -1.0% |
| 7D | +11.4% | -11.5% | +22.8% | +15.0% |
| 30D | -17.0% | -8.1% | -9.0% | -15.6% |
| 3M | -30.6% | -35.8% | +5.2% | -23.5% |
| 6M | -14.9% | -47.7% | +32.8% | -3.8% |
| YTD | +44.7% | -35.6% | +80.3% | +56.4% |
| 1Y | +66.9% | -36.4% | +103.3% | +79.0% |
| All | +66.9% | -41.6% | +108.5% | +79.0% |
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