+150.0%
IONQ vs INDA
+16.8%
+133.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.2% |
| 7D | -11.5% | +1.1% | -12.6% | -12.6% |
| 30D | -8.1% | +9.4% | -17.5% | -17.5% |
| 3M | -35.8% | +2.9% | -38.7% | -37.8% |
| 6M | -47.7% | +7.2% | -55.0% | -51.4% |
| YTD | -35.6% | -4.8% | -30.8% | -31.8% |
| 1Y | -36.4% | -5.1% | -31.3% | -32.3% |
| 3Y | +150.0% | +16.7% | +133.4% | +61.3% |
| All | +150.0% | +16.8% | +133.2% | +61.3% |
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