+167.2%
IONQ vs O
+40.0%
+127.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.3% |
| 7D | +16.8% | -0.4% | +17.2% | +16.8% |
| 30D | -11.1% | +8.3% | -19.4% | -13.0% |
| 3M | -31.7% | -4.0% | -27.7% | -30.8% |
| 6M | -44.8% | -2.6% | -42.1% | -44.8% |
| YTD | -31.2% | +9.9% | -41.1% | -35.1% |
| 1Y | -39.1% | +9.8% | -49.0% | -42.6% |
| All | +167.2% | +40.0% | +127.1% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling