+215.4%
IONQ vs LUV
+8.9%
+206.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | +15.3% | +0.1% | +15.2% | +15.6% |
| 30D | -6.1% | +14.0% | -20.1% | -13.2% |
| 3M | -21.6% | +2.6% | -24.2% | -22.8% |
| 6M | -40.1% | +17.3% | -57.4% | -46.1% |
| YTD | -24.1% | +14.0% | -38.1% | -32.8% |
| 1Y | -37.4% | +47.9% | -85.3% | -53.4% |
| 3Y | +219.5% | +114.0% | +105.6% | +71.5% |
| 5Y | +76.9% | +3.2% | +73.8% | +42.7% |
| All | +215.4% | +8.9% | +206.4% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling