+161.4%
CSCO vs IONQ
+214.5%
-53.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -4.7% | +16.7% | -21.4% | -5.7% |
| 30D | -17.1% | -12.3% | -4.8% | -16.7% |
| 3M | -19.6% | -17.7% | -1.9% | -19.0% |
| 6M | +2.4% | -28.9% | +31.4% | +3.6% |
| YTD | +29.8% | -22.0% | +51.8% | +29.6% |
| 1Y | +38.7% | -36.8% | +75.5% | +39.5% |
| 3Y | +101.3% | +228.2% | -126.9% | +74.2% |
| 5Y | +94.8% | +91.9% | +2.9% | +60.7% |
| All | +161.4% | +214.5% | -53.1% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling