+167.4%
IONQ vs LOW
+58.7%
+108.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | +1.4% | -12.9% | -12.1% |
| 30D | -8.1% | +21.7% | -29.8% | -21.2% |
| 3M | -35.8% | +5.0% | -40.8% | -38.9% |
| 6M | -47.7% | +4.6% | -52.3% | -51.1% |
| YTD | -35.6% | -3.5% | -32.1% | -37.1% |
| 1Y | -36.4% | +0.5% | -36.9% | -41.0% |
| 3Y | +150.0% | +24.8% | +125.2% | +82.7% |
| 5Y | +43.3% | +6.5% | +36.9% | +19.0% |
| All | +167.4% | +58.7% | +108.7% | +117.3% |
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