+185.7%
IONQ vs LQD
-6.6%
+192.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.9% | -8.5% | -7.4% |
| 7D | +16.8% | -1.5% | +18.3% | +21.1% |
| 30D | -11.1% | +0.9% | -12.0% | -12.8% |
| 3M | -31.7% | -1.7% | -30.0% | -29.0% |
| 6M | -44.8% | -2.8% | -42.0% | -40.5% |
| YTD | -31.2% | -2.8% | -28.5% | -25.7% |
| 1Y | -39.1% | -2.8% | -36.3% | -34.1% |
| 3Y | +189.5% | +15.5% | +174.0% | +120.4% |
| 5Y | +53.2% | -4.9% | +58.1% | +69.8% |
| All | +185.7% | -6.6% | +192.3% | +202.2% |
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