+294.8%
IONQ vs ONON
-20.9%
+315.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.1% |
| 7D | +0.8% | -3.0% | +3.8% | +2.8% |
| 30D | -1.0% | -26.7% | +25.7% | +17.2% |
| 3M | -39.8% | -25.3% | -14.5% | -31.1% |
| 6M | +6.4% | -35.3% | +41.7% | +32.6% |
| YTD | -11.9% | -39.8% | +27.9% | +14.4% |
| 1Y | -6.2% | -39.2% | +33.1% | +17.4% |
| 3Y | +125.7% | -4.2% | +129.9% | +96.4% |
| All | +294.8% | -20.9% | +315.7% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling