+121.0%
GOOG vs IONQ
+172.7%
-51.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.5% | -0.5% |
| 7D | +3.0% | -11.5% | +14.5% | +3.8% |
| 30D | -14.9% | -8.1% | -6.8% | -14.7% |
| 3M | -14.9% | -35.8% | +20.9% | -12.7% |
| 6M | -26.6% | -47.7% | +21.1% | -24.2% |
| YTD | -6.6% | -35.6% | +29.0% | -6.2% |
| 1Y | +5.1% | -36.4% | +41.5% | +5.2% |
| 3Y | +121.0% | +150.0% | -29.1% | +78.5% |
| All | +121.0% | +172.7% | -51.8% | +78.5% |
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 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