+126.0%
IONQ vs LVS
-8.9%
+134.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.8% | -1.5% | +2.3% | +1.4% |
| 30D | -1.0% | -3.2% | +2.2% | +0.1% |
| 3M | -39.8% | -12.0% | -27.8% | -36.7% |
| 6M | +6.4% | -19.9% | +26.3% | +16.5% |
| YTD | -11.9% | -30.6% | +18.7% | +1.7% |
| 1Y | -6.2% | -17.7% | +11.6% | +0.4% |
| All | +126.0% | -8.9% | +134.9% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling