+88.1%
CSCO vs IONQ
+52.1%
+36.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +23.4% | -25.4% | -3.4% |
| 7D | -10.2% | +8.6% | -18.8% | -10.8% |
| 30D | -20.1% | -21.1% | +1.0% | -19.1% |
| 3M | -22.4% | -17.9% | -4.5% | -21.8% |
| 6M | +2.8% | -37.9% | +40.7% | +4.9% |
| YTD | +23.6% | -27.3% | +50.9% | +24.0% |
| 1Y | +34.0% | -43.2% | +77.2% | +35.8% |
| 3Y | +89.3% | +191.0% | -101.7% | +62.7% |
| All | +88.1% | +52.1% | +36.0% | +52.4% |
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