+202.0%
IONQ vs ON
+91.6%
+110.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +22.9% | +23.1% |
| 7D | +8.6% | -11.7% | +20.3% | +17.5% |
| 30D | -21.1% | -23.3% | +2.2% | -6.7% |
| 3M | -17.9% | -19.2% | +1.3% | -6.7% |
| 6M | -37.9% | -40.1% | +2.2% | -18.8% |
| YTD | -27.3% | +16.9% | -44.2% | -39.5% |
| 1Y | -43.2% | +29.7% | -72.9% | -56.1% |
| 3Y | +191.0% | -4.4% | +195.4% | +147.5% |
| 5Y | +69.3% | +7.1% | +62.2% | +29.2% |
| All | +202.0% | +91.6% | +110.5% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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