+191.0%
IONQ vs IBM
+81.7%
+109.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +23.8% |
| 7D | +8.6% | -5.0% | +13.6% | +11.3% |
| 30D | -21.1% | +11.1% | -32.2% | -24.9% |
| 3M | -17.9% | +5.7% | -23.6% | -20.1% |
| 6M | -37.9% | +10.1% | -48.1% | -46.1% |
| YTD | -27.3% | -15.6% | -11.7% | -25.1% |
| 1Y | -43.2% | -19.5% | -23.7% | -39.6% |
| 3Y | +191.0% | +80.4% | +110.6% | +73.5% |
| All | +191.0% | +81.7% | +109.3% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling