+244.4%
AVGO vs IONQ
+176.2%
+68.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +23.4% | -22.7% | -3.3% |
| 7D | -9.9% | +8.6% | -18.5% | -11.6% |
| 30D | -22.0% | -21.1% | -0.9% | -19.3% |
| 3M | -30.0% | -17.9% | -12.2% | -28.5% |
| 6M | -30.7% | -37.9% | +7.2% | -26.6% |
| YTD | -14.7% | -27.3% | +12.6% | -13.8% |
| 1Y | -16.8% | -43.2% | +26.4% | -13.2% |
| 3Y | +244.4% | +191.0% | +53.4% | +125.8% |
| All | +244.4% | +176.2% | +68.2% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling