+278.7%
IONQ vs LUV
-12.1%
+290.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +1.3% | +0.7% | +0.7% | +0.8% |
| 30D | -10.3% | -13.4% | +3.1% | -1.9% |
| 3M | -32.7% | -9.6% | -23.1% | -29.0% |
| 6M | +6.3% | -8.9% | +15.2% | +10.9% |
| YTD | -15.0% | -5.2% | -9.8% | -16.6% |
| 1Y | -13.3% | +27.0% | -40.4% | -31.8% |
| 3Y | +97.2% | +39.6% | +57.6% | +32.0% |
| 5Y | +278.7% | -14.4% | +293.2% | +240.2% |
| All | +278.7% | -12.1% | +290.8% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling