+173.5%
IONQ vs LIN
+112.9%
+60.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -3.2% |
| 7D | -8.9% | +3.3% | -12.2% | -11.0% |
| 30D | -31.3% | +8.8% | -40.0% | -35.3% |
| 3M | -29.2% | +8.6% | -37.8% | -33.6% |
| 6M | -35.4% | +7.0% | -42.4% | -39.7% |
| YTD | -34.2% | +24.3% | -58.4% | -46.8% |
| 1Y | -44.7% | +27.3% | -71.9% | -56.4% |
| 3Y | +155.1% | +38.9% | +116.2% | +86.8% |
| 5Y | +79.8% | +69.4% | +10.4% | +8.4% |
| All | +173.5% | +112.9% | +60.6% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling