+268.0%
IONQ vs ONON
-24.2%
+292.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.6% | -5.3% | -0.3% | -2.3% |
| 30D | -15.2% | -13.1% | -2.1% | -7.4% |
| 3M | -34.9% | -29.3% | -5.6% | -22.7% |
| 6M | +4.9% | -34.5% | +39.4% | +29.6% |
| YTD | -17.9% | -42.2% | +24.3% | +9.4% |
| 1Y | -16.0% | -37.3% | +21.3% | +2.7% |
| 3Y | +90.5% | -9.3% | +99.7% | +70.9% |
| All | +268.0% | -24.2% | +292.2% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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