+265.9%
IONQ vs LII
+51.7%
+214.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.5% |
| 7D | +0.8% | -0.7% | +1.5% | +1.3% |
| 30D | -1.0% | -12.6% | +11.6% | +8.2% |
| 3M | -39.8% | -24.4% | -15.4% | -29.7% |
| 6M | +6.4% | -28.7% | +35.1% | +28.3% |
| YTD | -11.9% | -19.1% | +7.2% | -5.0% |
| 1Y | -6.2% | -29.7% | +23.6% | +11.2% |
| 3Y | +125.7% | +4.8% | +120.9% | +91.5% |
| 5Y | +296.0% | +24.6% | +271.4% | +144.0% |
| All | +265.9% | +51.7% | +214.2% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling