+135.8%
IONQ vs COMP
+309.8%
-174.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -8.2% | -2.4% | -7.4% |
| 7D | -16.7% | -1.8% | -14.9% | -16.2% |
| 30D | -38.9% | -0.8% | -38.2% | -38.8% |
| 3M | -33.8% | -28.1% | -5.7% | -25.5% |
| 6M | -44.9% | +27.0% | -71.9% | -51.6% |
| YTD | -41.1% | -12.8% | -28.3% | -40.9% |
| 1Y | -52.3% | +4.9% | -57.2% | -55.2% |
| All | +135.8% | +309.8% | -174.0% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling