+202.0%
IONQ vs LOW
+56.5%
+145.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.2% | +24.6% | +24.2% |
| 7D | +8.6% | +7.4% | +1.2% | +2.2% |
| 30D | -21.1% | +24.5% | -45.6% | -33.9% |
| 3M | -17.9% | +3.5% | -21.3% | -21.1% |
| 6M | -37.9% | -2.6% | -35.4% | -38.8% |
| YTD | -27.3% | -4.8% | -22.5% | -28.4% |
| 1Y | -43.2% | -0.8% | -42.4% | -46.9% |
| 3Y | +191.0% | +22.8% | +168.2% | +114.3% |
| 5Y | +69.3% | +5.3% | +64.0% | +41.6% |
| All | +202.0% | +56.5% | +145.5% | +147.3% |
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 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