+214.7%
IONQ vs INDA
+16.9%
+197.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +7.1% |
| 7D | +25.5% | +6.1% | +19.3% | +17.1% |
| 30D | -11.4% | +11.7% | -23.1% | -22.6% |
| 3M | -20.5% | +2.1% | -22.5% | -22.2% |
| 6M | -28.2% | +3.2% | -31.4% | -30.6% |
| YTD | -21.2% | -4.9% | -16.4% | -16.6% |
| 1Y | -40.4% | -4.4% | -36.0% | -37.2% |
| 3Y | +214.7% | +17.6% | +197.1% | +141.6% |
| All | +214.7% | +16.9% | +197.8% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling