+43.3%
AMAT vs IONQ
-43.1%
+86.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +23.4% | -19.2% | -1.7% |
| 7D | -14.7% | +8.6% | -23.3% | -16.7% |
| 30D | -36.1% | -21.1% | -15.0% | -32.8% |
| 3M | -36.9% | -17.9% | -19.0% | -34.7% |
| 6M | -22.2% | -37.9% | +15.8% | -15.6% |
| YTD | +29.9% | -27.3% | +57.2% | +35.8% |
| 1Y | +43.3% | -43.2% | +86.5% | +54.3% |
| All | +43.3% | -43.1% | +86.3% | +54.3% |
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