+274.7%
IONQ vs INDA
+29.1%
+245.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +4.8% |
| 7D | +7.1% | -1.0% | +8.1% | +8.5% |
| 30D | -8.9% | -2.5% | -6.4% | -5.4% |
| 3M | -35.6% | +4.0% | -39.5% | -38.9% |
| 6M | +13.3% | -1.8% | +15.1% | +17.4% |
| YTD | -9.8% | -9.2% | -0.6% | +4.1% |
| 1Y | -1.3% | -7.2% | +5.9% | +9.6% |
| 3Y | +109.3% | +9.8% | +99.4% | +76.0% |
| 5Y | +304.7% | +7.5% | +297.2% | +249.9% |
| All | +274.7% | +29.1% | +245.6% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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