+265.9%
IONQ vs LIN
+93.8%
+172.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.9% |
| 7D | +0.8% | -2.1% | +2.9% | +2.3% |
| 30D | -1.0% | -2.4% | +1.4% | +0.3% |
| 3M | -39.8% | -5.6% | -34.2% | -38.5% |
| 6M | +6.4% | -3.4% | +9.8% | +6.2% |
| YTD | -11.9% | +13.1% | -25.0% | -23.8% |
| 1Y | -6.2% | +2.5% | -8.6% | -11.8% |
| 3Y | +125.7% | +27.6% | +98.1% | +75.7% |
| 5Y | +296.0% | +63.0% | +233.0% | +151.5% |
| All | +265.9% | +93.8% | +172.2% | +142.1% |
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