+185.7%
IONQ vs LEN
+23.7%
+162.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.2% | -6.2% | -7.8% |
| 7D | +16.8% | -8.7% | +25.5% | +22.0% |
| 30D | -11.1% | +11.6% | -22.7% | -17.3% |
| 3M | -31.7% | -1.3% | -30.5% | -32.7% |
| 6M | -44.8% | -1.4% | -43.3% | -46.0% |
| YTD | -31.2% | -16.9% | -14.3% | -27.7% |
| 1Y | -39.1% | -31.2% | -8.0% | -29.6% |
| 3Y | +189.5% | -25.6% | +215.1% | +190.8% |
| 5Y | +53.2% | -13.3% | +66.4% | +27.4% |
| All | +185.7% | +23.7% | +162.0% | +113.4% |
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