+286.0%
GOOG vs IONQ
+231.1%
+54.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.0% |
| 7D | -2.5% | -5.6% | +3.1% | -1.9% |
| 30D | -3.6% | -15.2% | +11.6% | -2.2% |
| 3M | -6.4% | -34.9% | +28.5% | -2.9% |
| 6M | +7.8% | +4.9% | +2.9% | +4.9% |
| YTD | +5.5% | -17.9% | +23.4% | +4.3% |
| 1Y | +38.3% | -16.0% | +54.3% | +34.1% |
| 3Y | +143.1% | +90.5% | +52.6% | +90.0% |
| 5Y | +135.0% | +268.4% | -133.4% | +41.4% |
| All | +286.0% | +231.1% | +54.8% | +130.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling