+227.2%
IONQ vs O
+32.8%
+194.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.6% | +7.9% |
| 7D | +25.5% | +3.3% | +22.1% | +23.1% |
| 30D | -11.4% | +10.3% | -21.8% | -16.5% |
| 3M | -20.5% | -3.5% | -17.0% | -19.2% |
| 6M | -28.2% | -1.3% | -27.0% | -29.1% |
| YTD | -21.2% | +10.3% | -31.6% | -28.0% |
| 1Y | -40.4% | +10.4% | -50.8% | -45.5% |
| 3Y | +214.7% | +40.0% | +174.7% | +132.4% |
| 5Y | +56.9% | +12.4% | +44.5% | +36.0% |
| All | +227.2% | +32.8% | +194.4% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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