+246.0%
GOOGL vs IONQ
+159.6%
+86.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -0.3% |
| 7D | +3.9% | -11.5% | +15.3% | +5.0% |
| 30D | -14.9% | -8.1% | -6.8% | -14.6% |
| 3M | -14.6% | -35.8% | +21.2% | -11.5% |
| 6M | -26.4% | -47.7% | +21.3% | -23.0% |
| YTD | -5.3% | -35.6% | +30.3% | -4.8% |
| 1Y | +6.5% | -36.4% | +42.8% | +6.6% |
| 3Y | +126.0% | +150.0% | -24.0% | +68.7% |
| 5Y | +100.8% | +43.3% | +57.5% | +35.7% |
| All | +246.0% | +159.6% | +86.4% | +110.1% |
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