+179.5%
IONQ vs COMP
-52.8%
+232.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -4.6% |
| 7D | -8.9% | +9.5% | -18.4% | -12.5% |
| 30D | -31.3% | +8.1% | -39.3% | -33.6% |
| 3M | -29.2% | -16.3% | -12.9% | -24.8% |
| 6M | -35.4% | +42.2% | -77.6% | -46.3% |
| YTD | -34.2% | -5.0% | -29.2% | -36.3% |
| 1Y | -44.7% | +20.1% | -64.8% | -51.3% |
| 3Y | +155.1% | +358.4% | -203.4% | +13.3% |
| 5Y | +79.8% | -21.9% | +101.7% | +37.9% |
| All | +179.5% | -52.8% | +232.2% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling