+265.9%
IONQ vs IBM
+145.0%
+120.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | -1.0% | +0.3% | -1.3% | -1.0% |
| 3M | -39.8% | -21.6% | -18.2% | -33.8% |
| 6M | +6.4% | -4.7% | +11.1% | +2.6% |
| YTD | -11.9% | -19.1% | +7.2% | -7.0% |
| 1Y | -6.2% | -2.5% | -3.6% | -12.1% |
| 3Y | +125.7% | +74.2% | +51.5% | +51.7% |
| 5Y | +296.0% | +113.1% | +182.9% | +149.9% |
| All | +265.9% | +145.0% | +120.9% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling