+185.7%
IONQ vs IONS
-52.0%
+237.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.6% | -5.8% | -7.7% |
| 7D | +16.8% | -29.6% | +46.4% | +34.3% |
| 30D | -11.1% | -35.6% | +24.4% | +7.0% |
| 3M | -31.7% | -51.7% | +20.0% | -6.1% |
| 6M | -44.8% | -64.0% | +19.2% | -15.0% |
| YTD | -31.2% | -65.5% | +34.3% | +7.9% |
| 1Y | -39.1% | -62.4% | +23.3% | -8.2% |
| 3Y | +189.5% | -41.1% | +230.6% | +214.5% |
| 5Y | +53.2% | -16.5% | +69.6% | +34.5% |
| All | +185.7% | -52.0% | +237.7% | +180.1% |
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