+86.7%
IONQ vs ANET
+302.4%
-215.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.9% | -3.4% |
| 7D | -7.0% | +3.0% | -10.0% | -8.6% |
| 30D | -18.7% | -5.2% | -13.5% | -16.4% |
| 3M | -36.6% | +27.6% | -64.2% | -45.3% |
| 6M | +7.2% | +44.4% | -37.2% | -15.6% |
| YTD | -18.1% | +52.3% | -70.4% | -38.3% |
| 1Y | -21.9% | +30.4% | -52.3% | -37.4% |
| 3Y | +86.7% | +313.3% | -226.5% | -33.3% |
| All | +86.7% | +302.4% | -215.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling