+202.0%
IONQ vs IONS
-30.7%
+232.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.6% | +21.8% | +22.6% |
| 7D | +8.6% | -9.4% | +18.0% | +14.4% |
| 30D | -21.1% | -10.7% | -10.4% | -16.1% |
| 3M | -17.9% | -27.7% | +9.8% | -4.1% |
| 6M | -37.9% | -48.7% | +10.8% | -16.9% |
| YTD | -27.3% | -50.2% | +22.9% | -1.5% |
| 1Y | -43.2% | -46.8% | +3.6% | -25.3% |
| 3Y | +191.0% | -14.8% | +205.8% | +172.9% |
| 5Y | +69.3% | +17.0% | +52.3% | +29.5% |
| All | +202.0% | -30.7% | +232.7% | +155.7% |
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