+144.7%
IONQ vs IONS
-31.8%
+176.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.4% | -7.2% | -8.8% |
| 7D | -16.7% | -12.6% | -4.1% | -10.7% |
| 30D | -38.9% | -11.8% | -27.1% | -34.8% |
| 3M | -33.8% | -28.4% | -5.4% | -22.4% |
| 6M | -44.9% | -48.4% | +3.5% | -26.6% |
| YTD | -41.1% | -51.0% | +9.9% | -19.6% |
| 1Y | -52.3% | -48.0% | -4.3% | -36.6% |
| 3Y | +128.2% | -17.8% | +146.0% | +118.2% |
| 5Y | +37.2% | +15.2% | +22.0% | +5.6% |
| All | +144.7% | -31.8% | +176.5% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling