+167.4%
IONQ vs IBM
+159.6%
+7.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.9% |
| 7D | -11.5% | +1.6% | -13.0% | -12.1% |
| 30D | -8.1% | +9.2% | -17.3% | -11.9% |
| 3M | -35.8% | +4.9% | -40.7% | -37.4% |
| 6M | -47.7% | +16.8% | -64.5% | -55.3% |
| YTD | -35.6% | -14.3% | -21.4% | -34.1% |
| 1Y | -36.4% | -16.7% | -19.7% | -33.8% |
| 3Y | +150.0% | +82.2% | +67.8% | +63.9% |
| 5Y | +43.3% | +149.9% | -106.6% | -12.1% |
| All | +167.4% | +159.6% | +7.8% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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