+95.5%
AMD vs IONQ
-47.0%
+142.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | -15.5% | -8.9% | -6.6% | -12.7% |
| 30D | -22.6% | -31.3% | +8.6% | -13.1% |
| 3M | -5.7% | -29.2% | +23.4% | +4.2% |
| 6M | +43.1% | -35.4% | +78.5% | +63.6% |
| YTD | +128.2% | -34.2% | +162.4% | +149.5% |
| 1Y | +95.5% | -44.7% | +140.1% | +117.4% |
| All | +95.5% | -47.0% | +142.5% | +117.4% |
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