+295.9%
GOOGL vs IONQ
+255.2%
+40.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -2.3% | +0.8% | -3.1% | -2.4% |
| 30D | -6.6% | -1.0% | -5.5% | -6.8% |
| 3M | -8.9% | -39.8% | +30.9% | -5.0% |
| 6M | +11.9% | +6.4% | +5.4% | +8.7% |
| YTD | +8.3% | -11.9% | +20.3% | +6.4% |
| 1Y | +46.2% | -6.2% | +52.4% | +40.2% |
| 3Y | +151.9% | +125.7% | +26.2% | +92.4% |
| 5Y | +137.7% | +296.0% | -158.3% | +41.8% |
| All | +295.9% | +255.2% | +40.7% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling