+286.8%
GOOGL vs IONQ
+242.8%
+43.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.8% | +3.5% | -1.7% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | -7.5% | -10.3% | +2.9% | -6.6% |
| 3M | -9.2% | -32.7% | +23.6% | -6.1% |
| 6M | +8.1% | +6.3% | +1.7% | +5.0% |
| YTD | +5.8% | -15.0% | +20.8% | +4.3% |
| 1Y | +38.3% | -13.3% | +51.7% | +33.8% |
| 3Y | +144.8% | +97.2% | +47.5% | +90.8% |
| 5Y | +132.5% | +278.7% | -146.2% | +39.4% |
| All | +286.8% | +242.8% | +43.9% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling