+227.2%
IONQ vs LOW
+61.8%
+165.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +5.0% | +6.0% |
| 7D | +25.5% | +6.4% | +19.1% | +19.5% |
| 30D | -11.4% | +25.6% | -37.0% | -25.8% |
| 3M | -20.5% | +4.6% | -25.0% | -24.1% |
| 6M | -28.2% | +2.5% | -30.8% | -31.8% |
| YTD | -21.2% | -1.6% | -19.6% | -24.2% |
| 1Y | -40.4% | +1.7% | -42.1% | -45.1% |
| 3Y | +214.7% | +29.4% | +185.3% | +122.5% |
| 5Y | +56.9% | +9.6% | +47.2% | +28.3% |
| All | +227.2% | +61.8% | +165.5% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling