+202.0%
IONQ vs OMC
+70.5%
+131.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +23.9% |
| 7D | +8.6% | +6.3% | +2.3% | +4.5% |
| 30D | -21.1% | +15.4% | -36.5% | -27.8% |
| 3M | -17.9% | +5.8% | -23.6% | -21.3% |
| 6M | -37.9% | +14.7% | -52.6% | -44.8% |
| YTD | -27.3% | +10.3% | -37.6% | -34.4% |
| 1Y | -43.2% | +23.2% | -66.4% | -53.2% |
| 3Y | +191.0% | +24.6% | +166.4% | +132.0% |
| 5Y | +69.3% | +50.1% | +19.2% | +26.1% |
| All | +202.0% | +70.5% | +131.5% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling