+227.2%
IONQ vs LEN
+35.6%
+191.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +6.7% |
| 7D | +25.5% | +0.6% | +24.8% | +24.2% |
| 30D | -11.4% | +19.4% | -30.8% | -20.2% |
| 3M | -20.5% | +4.5% | -25.0% | -23.7% |
| 6M | -28.2% | +4.9% | -33.1% | -32.0% |
| YTD | -21.2% | -8.9% | -12.3% | -20.9% |
| 1Y | -40.4% | -23.0% | -17.4% | -35.0% |
| 3Y | +214.7% | -16.7% | +231.4% | +196.9% |
| 5Y | +56.9% | -4.5% | +61.3% | +24.6% |
| All | +227.2% | +35.6% | +191.7% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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