+268.3%
AMD vs IONQ
+71.1%
+197.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +7.3% | +7.5% | +13.1% |
| 7D | +6.5% | +16.7% | -10.2% | +3.1% |
| 30D | -15.3% | -12.3% | -3.0% | -12.8% |
| 3M | +9.7% | -17.7% | +27.5% | +14.1% |
| 6M | +13.2% | -28.9% | +42.1% | +20.7% |
| YTD | +140.6% | -22.0% | +162.6% | +146.5% |
| 1Y | +111.2% | -36.8% | +148.0% | +123.3% |
| 3Y | +334.4% | +228.2% | +106.2% | +153.1% |
| 5Y | +268.3% | +91.9% | +176.4% | +90.3% |
| All | +268.3% | +71.1% | +197.2% | +90.3% |
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 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