+304.3%
IONQ vs ONON
-23.0%
+327.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +4.0% |
| 7D | +7.1% | -1.7% | +8.8% | +8.2% |
| 30D | -8.9% | -27.4% | +18.5% | +8.4% |
| 3M | -35.6% | -26.5% | -9.0% | -25.6% |
| 6M | +13.3% | -34.2% | +47.5% | +39.5% |
| YTD | -9.8% | -41.3% | +31.5% | +19.0% |
| 1Y | -1.3% | -39.7% | +38.4% | +23.8% |
| 3Y | +109.3% | -7.8% | +117.1% | +85.8% |
| All | +304.3% | -23.0% | +327.3% | +324.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling