+126.0%
IONQ vs LEN
-22.2%
+148.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.8% | -3.2% | +4.0% | +2.0% |
| 30D | -1.0% | -4.9% | +3.9% | +0.7% |
| 3M | -39.8% | -8.5% | -31.3% | -38.3% |
| 6M | +6.4% | -20.7% | +27.1% | +14.3% |
| YTD | -11.9% | -17.4% | +5.5% | -8.2% |
| 1Y | -6.2% | -38.2% | +32.1% | +8.3% |
| All | +126.0% | -22.2% | +148.1% | +70.8% |
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