+4.4%
GOOGL vs IONQ
-47.0%
+51.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.3% |
| 7D | -11.1% | -8.9% | -2.2% | -10.5% |
| 30D | -16.6% | -31.3% | +14.6% | -14.8% |
| 3M | -23.4% | -29.2% | +5.8% | -22.2% |
| 6M | -24.5% | -35.4% | +10.9% | -23.8% |
| YTD | -7.5% | -34.2% | +26.7% | -7.6% |
| 1Y | +4.4% | -44.7% | +49.0% | +5.8% |
| All | +4.4% | -47.0% | +51.4% | +5.8% |
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