+265.9%
IONQ vs OMC
+61.4%
+204.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.7% |
| 7D | +0.8% | -6.4% | +7.2% | +4.6% |
| 30D | -1.0% | +1.1% | -2.1% | -1.9% |
| 3M | -39.8% | +10.4% | -50.2% | -44.5% |
| 6M | +6.4% | -1.7% | +8.1% | +5.4% |
| YTD | -11.9% | +4.4% | -16.4% | -17.4% |
| 1Y | -6.2% | +8.4% | -14.6% | -16.2% |
| 3Y | +125.7% | +14.4% | +111.3% | +92.0% |
| 5Y | +296.0% | +33.9% | +262.1% | +208.2% |
| All | +265.9% | +61.4% | +204.5% | +191.9% |
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