+346.9%
DELL vs IONQ
-7.9%
+354.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.0% | +1.3% |
| 7D | +8.7% | +1.3% | +7.4% | +8.5% |
| 30D | +16.9% | -10.3% | +27.2% | +19.0% |
| 3M | +40.4% | -32.7% | +73.2% | +47.4% |
| 6M | +267.1% | +6.3% | +260.7% | +273.8% |
| YTD | +329.1% | -15.0% | +344.1% | +338.3% |
| 1Y | +346.9% | -13.3% | +360.2% | +386.2% |
| All | +346.9% | -7.9% | +354.8% | +386.2% |
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