+268.4%
IONQ vs LYV
+95.6%
+172.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -5.6% | -4.2% | -1.4% | -2.4% |
| 30D | -15.2% | -7.2% | -8.0% | -10.2% |
| 3M | -34.9% | +1.5% | -36.5% | -36.7% |
| 6M | +4.9% | +2.7% | +2.1% | +0.1% |
| YTD | -17.9% | +19.4% | -37.3% | -31.8% |
| 1Y | -16.0% | -0.5% | -15.5% | -19.7% |
| 3Y | +90.5% | +110.1% | -19.6% | -6.2% |
| 5Y | +268.4% | +97.6% | +170.8% | +163.1% |
| All | +268.4% | +95.6% | +172.8% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling