+52.8%
IONQ vs COMP
-17.6%
+70.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +10.7% | +12.7% | +18.9% |
| 7D | +8.6% | +13.4% | -4.9% | +3.3% |
| 30D | -21.1% | +11.1% | -32.2% | -24.2% |
| 3M | -17.9% | -18.8% | +1.0% | -10.7% |
| 6M | -37.9% | +10.5% | -48.4% | -42.0% |
| YTD | -27.3% | -3.4% | -23.9% | -29.8% |
| 1Y | -43.2% | +19.7% | -62.9% | -49.8% |
| 3Y | +191.0% | +381.6% | -190.6% | +22.7% |
| All | +52.8% | -17.6% | +70.4% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling