+691.7%
AVGO vs IONQ
+295.2%
+396.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -3.0% | +0.8% | -3.8% | -3.1% |
| 30D | -14.4% | -1.0% | -13.4% | -14.6% |
| 3M | -14.4% | -39.8% | +25.4% | -8.6% |
| 6M | +13.1% | +6.4% | +6.7% | +10.0% |
| YTD | +3.8% | -11.9% | +15.7% | +2.4% |
| 1Y | +17.8% | -6.2% | +23.9% | +13.2% |
| 3Y | +325.3% | +125.7% | +199.6% | +218.9% |
| All | +691.7% | +295.2% | +396.5% | +404.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling