+224.0%
IONQ vs LQD
-6.2%
+230.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.7% |
| 7D | +16.7% | +0.2% | +16.5% | +16.1% |
| 30D | -12.3% | +1.4% | -13.7% | -15.1% |
| 3M | -17.7% | -1.1% | -16.6% | -15.7% |
| 6M | -28.9% | -2.9% | -26.0% | -23.4% |
| YTD | -22.0% | -2.3% | -19.7% | -16.6% |
| 1Y | -36.8% | -2.1% | -34.7% | -32.8% |
| 3Y | +228.2% | +15.9% | +212.3% | +147.2% |
| 5Y | +91.9% | -4.9% | +96.9% | +112.3% |
| All | +224.0% | -6.2% | +230.1% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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