+224.0%
IONQ vs IT
+18.2%
+205.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +16.7% | -7.5% | +24.2% | +20.5% |
| 30D | -12.3% | -1.2% | -11.1% | -14.0% |
| 3M | -17.7% | -2.2% | -15.5% | -20.5% |
| 6M | -28.9% | +19.1% | -48.0% | -41.9% |
| YTD | -22.0% | -25.1% | +3.1% | -15.4% |
| 1Y | -36.8% | -17.4% | -19.4% | -36.9% |
| 3Y | +228.2% | -54.1% | +282.3% | +416.1% |
| 5Y | +91.9% | -42.7% | +134.6% | +134.3% |
| All | +224.0% | +18.2% | +205.8% | +256.5% |
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