+224.0%
IONQ vs IONS
-50.4%
+274.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.1% | +8.1% | +3.2% |
| 7D | +16.7% | -30.3% | +46.9% | +35.0% |
| 30D | -12.3% | -37.7% | +25.5% | +7.6% |
| 3M | -17.7% | -50.5% | +32.8% | +11.8% |
| 6M | -28.9% | -62.8% | +33.8% | +7.5% |
| YTD | -22.0% | -64.4% | +42.3% | +20.4% |
| 1Y | -36.8% | -59.5% | +22.7% | -8.5% |
| 3Y | +228.2% | -39.2% | +267.4% | +250.9% |
| 5Y | +91.9% | -15.3% | +107.3% | +66.6% |
| All | +224.0% | -50.4% | +274.4% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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