+345.6%
AMAT vs IONQ
+165.5%
+180.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | -11.2% | -8.9% | -2.3% | -9.7% |
| 30D | -31.9% | -31.3% | -0.6% | -27.4% |
| 3M | -32.3% | -29.2% | -3.2% | -28.7% |
| 6M | -5.4% | -35.4% | +30.0% | +0.8% |
| YTD | +44.3% | -34.2% | +78.4% | +50.0% |
| 1Y | +61.4% | -44.7% | +106.0% | +70.9% |
| 3Y | +170.6% | +155.1% | +15.5% | +81.0% |
| 5Y | +156.4% | +79.8% | +76.7% | +44.7% |
| All | +345.6% | +165.5% | +180.1% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling