+150.0%
IONQ vs LOW
+25.3%
+124.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | +1.4% | -12.9% | -11.8% |
| 30D | -8.1% | +21.7% | -29.8% | -16.4% |
| 3M | -35.8% | +5.0% | -40.8% | -37.3% |
| 6M | -47.7% | +4.6% | -52.3% | -49.4% |
| YTD | -35.6% | -3.5% | -32.1% | -35.9% |
| 1Y | -36.4% | +0.5% | -36.9% | -39.5% |
| 3Y | +150.0% | +24.8% | +125.2% | +45.9% |
| All | +150.0% | +25.3% | +124.7% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling