-57.9%
IONQ vs Q
+56.5%
-114.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.4% | -3.2% | -5.6% |
| 7D | -16.7% | -10.3% | -6.4% | -10.1% |
| 30D | -38.9% | -17.7% | -21.3% | -30.4% |
| 3M | -33.8% | -18.8% | -15.0% | -24.3% |
| 6M | -44.9% | -24.8% | -20.2% | -34.2% |
| YTD | -41.1% | +35.0% | -76.1% | -51.1% |
| 1Y | -52.3% | +10.7% | -63.0% | -61.4% |
| All | -57.9% | +56.5% | -114.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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