+113.3%
CSCO vs IONQ
+295.2%
-181.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.5% |
| 7D | -0.7% | +0.8% | -1.5% | -0.7% |
| 30D | -10.1% | -1.0% | -9.1% | -10.2% |
| 3M | -15.7% | -39.8% | +24.1% | -13.5% |
| 6M | +36.3% | +6.4% | +29.8% | +34.9% |
| YTD | +43.8% | -11.9% | +55.8% | +43.1% |
| 1Y | +63.9% | -6.2% | +70.1% | +60.7% |
| 3Y | +104.4% | +125.7% | -21.3% | +79.3% |
| All | +113.3% | +295.2% | -181.9% | +66.4% |
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 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