+45.7%
IONQ vs LII
+17.0%
+28.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -7.2% |
| 7D | -11.5% | +2.9% | -14.4% | -13.2% |
| 30D | -8.1% | +0.9% | -9.0% | -9.8% |
| 3M | -35.8% | -15.5% | -20.3% | -28.4% |
| 6M | -47.7% | -30.2% | -17.5% | -35.5% |
| YTD | -35.6% | -26.8% | -8.8% | -26.2% |
| 1Y | -36.4% | -25.3% | -11.1% | -28.5% |
| 3Y | +150.0% | -7.8% | +157.8% | +115.7% |
| All | +45.7% | +17.0% | +28.7% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling