+253.1%
IONQ vs LEN
+18.8%
+234.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.2% | -6.0% |
| 7D | +1.3% | -3.4% | +4.7% | +3.1% |
| 30D | -10.3% | -5.7% | -4.7% | -7.9% |
| 3M | -32.7% | -12.2% | -20.5% | -28.9% |
| 6M | +6.3% | -18.3% | +24.6% | +17.1% |
| YTD | -15.0% | -20.2% | +5.2% | -7.1% |
| 1Y | -13.3% | -40.1% | +26.7% | +9.2% |
| 3Y | +97.2% | -26.2% | +123.4% | +101.6% |
| 5Y | +278.7% | -9.8% | +288.6% | +221.6% |
| All | +253.1% | +18.8% | +234.4% | +174.3% |
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