-25.2%
AVGO vs IONQ
-26.6%
+1.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.3% | +0.4% | +6.5% |
| 7D | -0.9% | +25.5% | -26.3% | -6.7% |
| 30D | -11.6% | -11.4% | -0.2% | -9.4% |
| 3M | -25.2% | -20.5% | -4.7% | -21.6% |
| All | -25.2% | -26.6% | +1.4% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling