+253.1%
IONQ vs JAAA
+28.5%
+224.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.9% |
| 7D | +1.3% | +0.1% | +1.2% | +0.8% |
| 30D | -10.3% | +0.5% | -10.8% | -12.4% |
| 3M | -32.7% | +1.2% | -34.0% | -37.0% |
| 6M | +6.3% | +2.7% | +3.6% | -7.4% |
| YTD | -15.0% | +3.2% | -18.2% | -27.6% |
| 1Y | -13.3% | +4.8% | -18.1% | -31.6% |
| 3Y | +97.2% | +19.0% | +78.2% | +4.9% |
| 5Y | +278.7% | +26.8% | +252.0% | +66.0% |
| All | +253.1% | +28.5% | +224.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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