+185.7%
IONQ vs IT
+19.4%
+166.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.1% | -8.3% | -8.9% |
| 7D | +16.8% | -3.7% | +20.4% | +18.2% |
| 30D | -11.1% | -3.1% | -8.0% | -11.9% |
| 3M | -31.7% | +6.3% | -38.1% | -36.5% |
| 6M | -44.8% | +24.8% | -69.5% | -56.0% |
| YTD | -31.2% | -24.4% | -6.9% | -25.7% |
| 1Y | -39.1% | -17.1% | -22.1% | -39.2% |
| 3Y | +189.5% | -53.6% | +243.1% | +353.3% |
| 5Y | +53.2% | -42.5% | +95.7% | +86.4% |
| All | +185.7% | +19.4% | +166.4% | +213.1% |
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