+45.9%
CSCO vs IONQ
-47.0%
+93.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -6.1% | -8.9% | +2.9% | -5.2% |
| 30D | -8.2% | -31.3% | +23.1% | -4.9% |
| 3M | -14.6% | -29.2% | +14.6% | -12.1% |
| 6M | +12.7% | -35.4% | +48.1% | +17.6% |
| YTD | +37.0% | -34.2% | +71.2% | +39.1% |
| 1Y | +45.9% | -44.7% | +90.6% | +48.2% |
| All | +45.9% | -47.0% | +93.0% | +48.2% |
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