+215.4%
IONQ vs C
+146.1%
+69.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -4.2% |
| 7D | +15.3% | -0.4% | +15.7% | +16.3% |
| 30D | -6.1% | -5.3% | -0.8% | -0.5% |
| 3M | -21.6% | -8.0% | -13.6% | -15.0% |
| 6M | -40.1% | -0.3% | -39.9% | -40.0% |
| YTD | -24.1% | +8.6% | -32.7% | -30.1% |
| 1Y | -37.4% | +25.8% | -63.2% | -50.0% |
| 3Y | +219.5% | +221.2% | -1.7% | +12.4% |
| 5Y | +76.9% | +113.6% | -36.6% | -27.8% |
| All | +215.4% | +146.1% | +69.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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