+150.0%
IONQ vs JCI
+186.2%
-36.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.2% | -4.3% |
| 7D | -11.5% | +3.2% | -14.6% | -13.8% |
| 30D | -8.1% | -8.6% | +0.5% | +0.1% |
| 3M | -35.8% | -7.7% | -28.0% | -30.8% |
| 6M | -47.7% | -2.6% | -45.2% | -47.0% |
| YTD | -35.6% | +17.4% | -53.0% | -48.2% |
| 1Y | -36.4% | +16.9% | -53.3% | -48.6% |
| 3Y | +150.0% | +186.7% | -36.7% | -20.7% |
| All | +150.0% | +186.2% | -36.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 3y: compounded portfolio wealth divided by compounded JCI 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…
3y analysis · Full analysis span regression · 6 months rolling