+227.2%
IONQ vs IT
+19.5%
+207.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.9% | +8.1% |
| 7D | +25.5% | -18.8% | +44.3% | +35.9% |
| 30D | -11.4% | -0.1% | -11.3% | -13.6% |
| 3M | -20.5% | +2.9% | -23.4% | -25.1% |
| 6M | -28.2% | +20.4% | -48.6% | -41.6% |
| YTD | -21.2% | -24.3% | +3.0% | -15.0% |
| 1Y | -40.4% | -17.2% | -23.2% | -40.4% |
| 3Y | +214.7% | -52.4% | +267.1% | +380.8% |
| 5Y | +56.9% | -43.7% | +100.6% | +91.8% |
| All | +227.2% | +19.5% | +207.8% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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