+304.7%
IONQ vs LVS
+4.5%
+300.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | +7.1% | +0.3% | +6.8% | +6.9% |
| 30D | -8.9% | -3.9% | -5.0% | -7.3% |
| 3M | -35.6% | -12.9% | -22.7% | -31.4% |
| 6M | +13.3% | -16.9% | +30.2% | +23.8% |
| YTD | -9.8% | -31.2% | +21.4% | +7.6% |
| 1Y | -1.3% | -16.4% | +15.1% | +4.8% |
| 3Y | +109.3% | -4.4% | +113.7% | +96.8% |
| 5Y | +304.7% | +6.7% | +298.0% | +199.8% |
| All | +304.7% | +4.5% | +300.2% | +199.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling