+375.2%
DELL vs IONQ
+191.8%
+183.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +23.4% | -19.8% | -0.1% |
| 7D | -22.6% | +8.6% | -31.2% | -23.6% |
| 30D | -43.2% | -21.1% | -22.1% | -41.3% |
| 3M | -24.8% | -17.9% | -7.0% | -22.9% |
| 6M | +38.0% | -37.9% | +75.9% | +46.2% |
| YTD | +163.7% | -27.3% | +191.0% | +170.0% |
| 1Y | +122.5% | -43.2% | +165.7% | +133.3% |
| All | +375.2% | +191.8% | +183.4% | +271.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling