+105.9%
CSCO vs IONQ
+58.7%
+47.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.6% | +1.8% |
| 7D | +6.6% | +16.8% | -10.2% | +5.3% |
| 30D | -11.3% | -11.1% | -0.2% | -11.0% |
| 3M | -17.3% | -31.7% | +14.4% | -15.7% |
| 6M | +3.5% | -44.8% | +48.3% | +6.4% |
| YTD | +34.9% | -31.2% | +66.1% | +35.7% |
| 1Y | +40.5% | -39.1% | +79.6% | +41.8% |
| 3Y | +109.3% | +189.5% | -80.2% | +79.2% |
| 5Y | +105.9% | +53.2% | +52.7% | +67.0% |
| All | +105.9% | +58.7% | +47.2% | +67.0% |
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