+274.7%
IONQ vs OMC
+58.5%
+216.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.4% |
| 7D | +7.1% | -5.8% | +12.9% | +10.6% |
| 30D | -8.9% | -4.8% | -4.1% | -6.7% |
| 3M | -35.6% | +9.2% | -44.8% | -40.3% |
| 6M | +13.3% | -2.5% | +15.8% | +12.6% |
| YTD | -9.8% | +2.6% | -12.4% | -14.6% |
| 1Y | -1.3% | +5.9% | -7.3% | -10.6% |
| 3Y | +109.3% | +14.2% | +95.1% | +77.8% |
| 5Y | +304.7% | +33.2% | +271.5% | +218.6% |
| All | +274.7% | +58.5% | +216.2% | +202.0% |
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