+739.8%
AVGO vs IONQ
+217.7%
+522.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.3% | +0.4% | +7.5% |
| 7D | -0.9% | +25.5% | -26.3% | -4.6% |
| 30D | -11.6% | -11.4% | -0.2% | -10.4% |
| 3M | -25.2% | -20.5% | -4.7% | -23.3% |
| 6M | -25.4% | -28.2% | +2.8% | -23.1% |
| YTD | -7.2% | -21.2% | +14.1% | -7.5% |
| 1Y | -7.9% | -40.4% | +32.5% | -5.0% |
| 3Y | +262.1% | +214.7% | +47.4% | +158.1% |
| 5Y | +525.7% | +56.9% | +468.8% | +319.5% |
| All | +739.8% | +217.7% | +522.1% | +393.2% |
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