+273.9%
IONQ vs COMP
-47.7%
+321.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | -1.0% | -13.3% | +12.3% | +4.5% |
| 3M | -39.8% | +41.1% | -80.9% | -48.8% |
| 6M | +6.4% | +17.2% | -10.7% | -4.0% |
| YTD | -11.9% | +5.2% | -17.1% | -17.7% |
| 1Y | -6.2% | +18.9% | -25.1% | -18.4% |
| 3Y | +125.7% | +215.9% | -90.2% | +17.4% |
| 5Y | +296.0% | -31.2% | +327.2% | +191.6% |
| All | +273.9% | -47.7% | +321.6% | +177.6% |
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