-10.2%
AVGO vs IONQ
-39.6%
+29.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.3% | +0.4% | +7.0% |
| 7D | -0.9% | +25.5% | -26.3% | -5.6% |
| 30D | -11.6% | -11.4% | -0.2% | -10.2% |
| 3M | -25.2% | -20.5% | -4.7% | -22.8% |
| 6M | -25.4% | -28.2% | +2.8% | -22.1% |
| YTD | -7.2% | -21.2% | +14.1% | -6.5% |
| All | -10.2% | -39.6% | +29.4% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling