+227.2%
IONQ vs OMC
+74.7%
+152.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.9% | +7.0% |
| 7D | +25.5% | +5.4% | +20.1% | +21.7% |
| 30D | -11.4% | +15.7% | -27.1% | -18.9% |
| 3M | -20.5% | +4.9% | -25.4% | -23.4% |
| 6M | -28.2% | +17.3% | -45.5% | -36.8% |
| YTD | -21.2% | +13.0% | -34.3% | -29.9% |
| 1Y | -40.4% | +24.1% | -64.5% | -50.9% |
| 3Y | +214.7% | +31.2% | +183.5% | +142.8% |
| 5Y | +56.9% | +53.4% | +3.5% | +15.4% |
| All | +227.2% | +74.7% | +152.5% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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