+167.4%
IONQ vs OMC
+73.7%
+93.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -7.1% |
| 7D | -11.5% | +1.9% | -13.3% | -12.2% |
| 30D | -8.1% | +12.2% | -20.3% | -14.2% |
| 3M | -35.8% | +0.6% | -36.4% | -36.6% |
| 6M | -47.7% | +21.0% | -68.7% | -54.8% |
| YTD | -35.6% | +12.4% | -48.0% | -42.5% |
| 1Y | -36.4% | +25.4% | -61.8% | -48.1% |
| 3Y | +150.0% | +29.2% | +120.9% | +95.1% |
| 5Y | +43.3% | +52.6% | -9.3% | +5.8% |
| All | +167.4% | +73.7% | +93.7% | +103.4% |
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