+274.7%
IONQ vs LYV
+132.3%
+142.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.7% |
| 7D | +7.1% | -3.8% | +10.9% | +10.0% |
| 30D | -8.9% | -5.7% | -3.3% | -5.4% |
| 3M | -35.6% | +6.9% | -42.4% | -39.5% |
| 6M | +13.3% | +9.2% | +4.1% | +3.7% |
| YTD | -9.8% | +19.6% | -29.4% | -23.4% |
| 1Y | -1.3% | +0.6% | -1.9% | -5.8% |
| 3Y | +109.3% | +110.6% | -1.3% | +15.5% |
| 5Y | +304.7% | +96.6% | +208.1% | +167.6% |
| All | +274.7% | +132.3% | +142.4% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling