+240.3%
IONQ vs ANET
+998.3%
-758.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.9% | -3.8% |
| 7D | -7.0% | +3.0% | -10.0% | -8.8% |
| 30D | -18.7% | -5.2% | -13.5% | -16.2% |
| 3M | -36.6% | +27.6% | -64.2% | -46.4% |
| 6M | +7.2% | +44.4% | -37.2% | -18.1% |
| YTD | -18.1% | +52.3% | -70.4% | -40.6% |
| 1Y | -21.9% | +30.4% | -52.3% | -39.3% |
| 3Y | +86.7% | +313.3% | -226.5% | -41.9% |
| 5Y | +267.5% | +810.0% | -542.5% | -28.6% |
| All | +240.3% | +998.3% | -758.0% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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