+173.2%
IONQ vs COMP
-52.0%
+225.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -7.1% |
| 7D | -11.5% | 0.0% | -11.5% | -11.5% |
| 30D | -8.1% | +16.6% | -24.6% | -13.4% |
| 3M | -35.8% | -23.5% | -12.3% | -28.7% |
| 6M | -47.7% | +25.7% | -73.5% | -53.7% |
| YTD | -35.6% | -3.4% | -32.2% | -37.8% |
| 1Y | -36.4% | +7.6% | -44.0% | -40.9% |
| 3Y | +150.0% | +423.6% | -273.5% | +6.1% |
| 5Y | +43.3% | -10.6% | +53.9% | +7.4% |
| All | +173.2% | -52.0% | +225.2% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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