+867.0%
AVGO vs IONQ
+263.8%
+603.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.6% |
| 7D | -0.3% | +7.1% | -7.4% | -1.4% |
| 30D | -13.8% | -8.9% | -4.9% | -12.8% |
| 3M | -6.9% | -35.6% | +28.6% | -1.4% |
| 6M | +11.9% | +13.3% | -1.3% | +7.7% |
| YTD | +6.9% | -9.8% | +16.7% | +5.0% |
| 1Y | +7.4% | -1.3% | +8.7% | +2.3% |
| 3Y | +345.6% | +109.3% | +236.3% | +234.4% |
| 5Y | +718.9% | +304.7% | +414.2% | +372.5% |
| All | +867.0% | +263.8% | +603.3% | +460.4% |
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