+386.5%
AMD vs IONQ
+193.2%
+193.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +23.4% | -12.4% | +5.8% |
| 7D | -11.0% | +8.6% | -19.6% | -12.5% |
| 30D | -30.5% | -21.1% | -9.4% | -26.8% |
| 3M | -8.2% | -17.9% | +9.7% | -4.7% |
| 6M | +6.6% | -37.9% | +44.5% | +16.8% |
| YTD | +109.7% | -27.3% | +137.0% | +117.9% |
| 1Y | +88.9% | -43.2% | +132.1% | +103.8% |
| 3Y | +301.8% | +191.0% | +110.8% | +141.9% |
| 5Y | +229.4% | +69.3% | +160.1% | +77.4% |
| All | +386.5% | +193.2% | +193.3% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling