+144.7%
IONQ vs LIN
+111.5%
+33.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.7% | -9.9% | -10.1% |
| 7D | -16.7% | +3.6% | -20.3% | -18.8% |
| 30D | -38.9% | +6.4% | -45.3% | -41.6% |
| 3M | -33.8% | +6.5% | -40.3% | -37.0% |
| 6M | -44.9% | +4.9% | -49.8% | -47.8% |
| YTD | -41.1% | +23.4% | -64.5% | -52.2% |
| 1Y | -52.3% | +26.3% | -78.6% | -62.2% |
| 3Y | +128.2% | +38.0% | +90.2% | +67.9% |
| 5Y | +37.2% | +68.0% | -30.8% | -16.9% |
| All | +144.7% | +111.5% | +33.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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