+173.5%
IONQ vs LII
+40.0%
+133.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -3.9% |
| 7D | -8.9% | +7.9% | -16.8% | -13.8% |
| 30D | -31.3% | -0.6% | -30.6% | -31.6% |
| 3M | -29.2% | -19.3% | -9.9% | -19.2% |
| 6M | -35.4% | -29.8% | -5.6% | -21.4% |
| YTD | -34.2% | -25.4% | -8.8% | -25.8% |
| 1Y | -44.7% | -26.2% | -18.5% | -37.1% |
| 3Y | +155.1% | -4.5% | +159.6% | +128.2% |
| 5Y | +79.8% | +26.7% | +53.1% | +16.4% |
| All | +173.5% | +40.0% | +133.6% | +84.5% |
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