+167.2%
IONQ vs LEN
-25.9%
+193.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.2% | -6.2% | -8.5% |
| 7D | +16.8% | -8.7% | +25.5% | +19.7% |
| 30D | -11.1% | +11.6% | -22.7% | -15.0% |
| 3M | -31.7% | -1.3% | -30.5% | -32.4% |
| 6M | -44.8% | -1.4% | -43.3% | -45.6% |
| YTD | -31.2% | -16.9% | -14.3% | -29.8% |
| 1Y | -39.1% | -31.2% | -8.0% | -34.4% |
| All | +167.2% | -25.9% | +193.1% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling