+208.6%
IONQ vs COMP
-52.0%
+260.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +10.7% | +12.7% | +19.0% |
| 7D | +8.6% | +13.4% | -4.9% | +3.5% |
| 30D | -21.1% | +11.1% | -32.2% | -24.1% |
| 3M | -17.9% | -18.8% | +1.0% | -10.9% |
| 6M | -37.9% | +10.5% | -48.4% | -41.9% |
| YTD | -27.3% | -3.4% | -23.9% | -29.7% |
| 1Y | -43.2% | +19.7% | -62.9% | -49.6% |
| 3Y | +191.0% | +381.6% | -190.6% | +27.5% |
| 5Y | +69.3% | -17.6% | +86.9% | +29.2% |
| All | +208.6% | -52.0% | +260.6% | +137.3% |
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