+274.7%
IONQ vs LOW
+39.1%
+235.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.8% |
| 7D | +7.1% | +0.4% | +6.7% | +6.8% |
| 30D | -8.9% | -10.1% | +1.2% | -1.6% |
| 3M | -35.6% | -2.9% | -32.7% | -35.7% |
| 6M | +13.3% | -19.4% | +32.7% | +31.0% |
| YTD | -9.8% | -15.4% | +5.6% | -1.6% |
| 1Y | -1.3% | -24.9% | +23.6% | +18.0% |
| 3Y | +109.3% | -7.8% | +117.1% | +101.6% |
| 5Y | +304.7% | +8.4% | +296.3% | +271.8% |
| All | +274.7% | +39.1% | +235.7% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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