+857.7%
AVGO vs IONQ
+177.4%
+680.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.4% | +14.9% | +7.0% |
| 7D | +25.0% | +16.8% | +8.2% | +21.3% |
| 30D | +2.0% | -11.1% | +13.1% | +3.2% |
| 3M | -12.3% | -31.7% | +19.5% | -8.0% |
| 6M | -12.8% | -44.8% | +32.0% | -6.4% |
| YTD | +5.9% | -31.2% | +37.1% | +7.5% |
| 1Y | +3.3% | -39.1% | +42.5% | +6.3% |
| 3Y | +293.1% | +189.5% | +103.6% | +183.8% |
| 5Y | +606.7% | +53.2% | +553.6% | +377.4% |
| All | +857.7% | +177.4% | +680.4% | +473.4% |
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