+202.0%
IONQ vs LII
+33.3%
+168.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +24.7% |
| 7D | +8.6% | -0.6% | +9.2% | +8.5% |
| 30D | -21.1% | -4.6% | -16.5% | -19.5% |
| 3M | -17.9% | -21.2% | +3.3% | -4.9% |
| 6M | -37.9% | -36.4% | -1.5% | -19.3% |
| YTD | -27.3% | -28.9% | +1.6% | -15.5% |
| 1Y | -43.2% | -29.5% | -13.7% | -33.5% |
| 3Y | +191.0% | -8.6% | +199.6% | +167.4% |
| 5Y | +69.3% | +20.2% | +49.1% | +13.0% |
| All | +202.0% | +33.3% | +168.7% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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