+241.1%
IONQ vs LUV
-9.3%
+250.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -15.2% | -14.6% | -0.6% | -7.1% |
| 3M | -34.9% | -5.7% | -29.2% | -33.2% |
| 6M | +4.9% | -8.4% | +13.3% | +8.9% |
| YTD | -17.9% | -5.1% | -12.8% | -19.1% |
| 1Y | -16.0% | +26.6% | -42.6% | -32.0% |
| 3Y | +90.5% | +39.7% | +50.8% | +34.9% |
| 5Y | +268.4% | -12.0% | +280.4% | +227.5% |
| All | +241.1% | -9.3% | +250.4% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LUV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling