+120.7%
GOOGL vs IONQ
+176.2%
-55.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +23.4% | -22.6% | -0.9% |
| 7D | +1.8% | +8.6% | -6.8% | +0.9% |
| 30D | -18.8% | -21.1% | +2.3% | -17.7% |
| 3M | -20.3% | -17.9% | -2.5% | -19.8% |
| 6M | -28.4% | -37.9% | +9.6% | -27.0% |
| YTD | -8.8% | -27.3% | +18.5% | -9.2% |
| 1Y | +0.3% | -43.2% | +43.5% | +1.3% |
| 3Y | +120.7% | +191.0% | -70.3% | +79.8% |
| All | +120.7% | +176.2% | -55.5% | +79.8% |
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 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