+202.0%
IONQ vs LQD
-5.6%
+207.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.7% |
| 7D | +8.6% | +0.2% | +8.3% | +7.9% |
| 30D | -21.1% | +2.4% | -23.5% | -25.3% |
| 3M | -17.9% | -0.9% | -17.0% | -16.2% |
| 6M | -37.9% | -2.3% | -35.6% | -34.0% |
| YTD | -27.3% | -1.7% | -25.6% | -23.4% |
| 1Y | -43.2% | -1.6% | -41.6% | -40.3% |
| 3Y | +191.0% | +17.6% | +173.4% | +112.5% |
| 5Y | +69.3% | -5.3% | +74.5% | +90.0% |
| All | +202.0% | -5.6% | +207.6% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling