+2.8%
AVGO vs IONQ
-41.6%
+44.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.4% | +1.7% | -3.5% |
| 7D | +18.2% | -11.5% | +29.6% | +20.8% |
| 30D | +0.2% | -8.1% | +8.3% | +1.2% |
| 3M | -16.8% | -35.8% | +19.0% | -10.6% |
| 6M | -16.5% | -47.7% | +31.3% | -7.5% |
| YTD | +0.8% | -35.6% | +36.5% | +5.5% |
| 1Y | +2.8% | -36.4% | +39.2% | +6.2% |
| All | +2.8% | -41.6% | +44.4% | +6.2% |
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