+117.1%
AMAT vs IONQ
+53.1%
+63.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -10.5% | -3.0% | -11.7% |
| 7D | -24.3% | -16.7% | -7.6% | -21.7% |
| 30D | -39.8% | -38.9% | -0.8% | -34.5% |
| 3M | -40.2% | -33.8% | -6.4% | -36.1% |
| 6M | -22.1% | -44.9% | +22.8% | -14.7% |
| YTD | +24.7% | -41.1% | +65.8% | +32.3% |
| 1Y | +33.3% | -52.3% | +85.6% | +44.8% |
| 3Y | +133.9% | +128.2% | +5.6% | +61.7% |
| 5Y | +117.1% | +37.2% | +79.9% | +30.8% |
| All | +117.1% | +53.1% | +63.9% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling