+52.8%
IONQ vs IBM
+139.3%
-86.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +23.9% |
| 7D | +8.6% | -5.0% | +13.6% | +11.7% |
| 30D | -21.1% | +11.1% | -32.2% | -25.5% |
| 3M | -17.9% | +5.7% | -23.6% | -20.5% |
| 6M | -37.9% | +10.1% | -48.1% | -46.7% |
| YTD | -27.3% | -15.6% | -11.7% | -25.0% |
| 1Y | -43.2% | -19.5% | -23.7% | -39.3% |
| 3Y | +191.0% | +80.4% | +110.6% | +59.5% |
| All | +52.8% | +139.3% | -86.5% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling