-13.3%
IONQ vs LVS
-17.6%
+4.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.4% |
| 7D | +1.3% | -2.7% | +4.0% | +2.0% |
| 30D | -10.3% | -4.7% | -5.6% | -9.4% |
| 3M | -32.7% | -15.6% | -17.1% | -30.0% |
| 6M | +6.3% | -18.6% | +25.0% | +12.0% |
| YTD | -15.0% | -32.3% | +17.3% | -9.9% |
| 1Y | -13.3% | -18.0% | +4.7% | +0.4% |
| All | -13.3% | -17.6% | +4.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling