+240.3%
IONQ vs LYV
+131.9%
+108.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -7.0% | -1.9% | -5.1% | -5.7% |
| 30D | -18.7% | -8.2% | -10.5% | -13.8% |
| 3M | -36.6% | -1.3% | -35.4% | -36.8% |
| 6M | +7.2% | +2.6% | +4.6% | +3.1% |
| YTD | -18.1% | +19.4% | -37.5% | -30.3% |
| 1Y | -21.9% | -2.2% | -19.6% | -23.8% |
| 3Y | +86.7% | +106.0% | -19.3% | +4.7% |
| 5Y | +267.5% | +97.7% | +169.8% | +143.1% |
| All | +240.3% | +131.9% | +108.4% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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