+227.2%
IONQ vs IONS
-45.5%
+272.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -21.4% | +29.7% | +18.4% |
| 7D | +25.5% | -24.8% | +50.3% | +40.5% |
| 30D | -11.4% | -31.5% | +20.1% | +4.2% |
| 3M | -20.5% | -45.2% | +24.7% | +3.3% |
| 6M | -28.2% | -59.1% | +30.8% | +4.1% |
| YTD | -21.2% | -60.8% | +39.6% | +16.6% |
| 1Y | -40.4% | -57.9% | +17.5% | -14.6% |
| 3Y | +214.7% | -34.5% | +249.2% | +227.0% |
| 5Y | +56.9% | -8.8% | +65.7% | +31.4% |
| All | +227.2% | -45.5% | +272.7% | +202.7% |
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