+191.0%
IONQ vs LQD
+17.2%
+173.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.8% |
| 7D | +8.6% | +0.2% | +8.3% | +7.7% |
| 30D | -21.1% | +2.4% | -23.5% | -26.2% |
| 3M | -17.9% | -0.9% | -17.0% | -15.8% |
| 6M | -37.9% | -2.3% | -35.6% | -33.1% |
| YTD | -27.3% | -1.7% | -25.6% | -22.6% |
| 1Y | -43.2% | -1.6% | -41.6% | -39.6% |
| 3Y | +191.0% | +17.6% | +173.4% | +99.8% |
| All | +191.0% | +17.2% | +173.8% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling