+7.4%
AVGO vs IONQ
-3.8%
+11.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.6% |
| 7D | -0.3% | +7.1% | -7.4% | -1.5% |
| 30D | -13.8% | -8.9% | -4.9% | -12.6% |
| 3M | -6.9% | -35.6% | +28.6% | -1.0% |
| 6M | +11.9% | +13.3% | -1.3% | +8.5% |
| YTD | +6.9% | -9.8% | +16.7% | +5.8% |
| 1Y | +7.4% | -1.3% | +8.7% | +14.1% |
| All | +7.4% | -3.8% | +11.3% | +14.1% |
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