+202.0%
IONQ vs JCI
+221.5%
-19.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.7% | +20.7% | +21.0% |
| 7D | +8.6% | -9.4% | +18.0% | +19.0% |
| 30D | -21.1% | -13.4% | -7.7% | -10.2% |
| 3M | -17.9% | -12.4% | -5.5% | -8.0% |
| 6M | -37.9% | -5.1% | -32.8% | -35.4% |
| YTD | -27.3% | +13.7% | -41.0% | -38.0% |
| 1Y | -43.2% | +11.4% | -54.6% | -50.5% |
| 3Y | +191.0% | +175.9% | +15.1% | +15.5% |
| 5Y | +69.3% | +98.4% | -29.1% | -18.6% |
| All | +202.0% | +221.5% | -19.5% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling