+202.0%
IONQ vs LEN
+31.4%
+170.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.1% | +26.5% | +25.0% |
| 7D | +8.6% | +2.1% | +6.5% | +6.3% |
| 30D | -21.1% | +16.6% | -37.7% | -28.2% |
| 3M | -17.9% | +5.3% | -23.2% | -21.6% |
| 6M | -37.9% | -0.8% | -37.2% | -39.5% |
| YTD | -27.3% | -11.7% | -15.6% | -25.9% |
| 1Y | -43.2% | -24.6% | -18.6% | -37.5% |
| 3Y | +191.0% | -18.7% | +209.7% | +177.1% |
| 5Y | +69.3% | -4.4% | +73.7% | +35.5% |
| All | +202.0% | +31.4% | +170.7% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling