+191.0%
IONQ vs C
+205.7%
-14.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +22.9% | +22.8% |
| 7D | +8.6% | -2.4% | +11.0% | +12.0% |
| 30D | -21.1% | -6.0% | -15.1% | -15.3% |
| 3M | -17.9% | -10.5% | -7.3% | -7.0% |
| 6M | -37.9% | -5.7% | -32.2% | -34.3% |
| YTD | -27.3% | +4.1% | -31.4% | -31.4% |
| 1Y | -43.2% | +20.5% | -63.7% | -55.0% |
| 3Y | +191.0% | +208.1% | -17.1% | -46.2% |
| All | +191.0% | +205.7% | -14.7% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling