+265.9%
IONQ vs QQQM
+136.4%
+129.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +0.9% |
| 7D | +0.8% | +0.4% | +0.5% | +0.1% |
| 30D | -1.0% | +0.2% | -1.3% | -0.7% |
| 3M | -39.8% | -2.8% | -37.0% | -34.1% |
| 6M | +6.4% | +18.1% | -11.6% | -20.6% |
| YTD | -11.9% | +17.4% | -29.3% | -33.2% |
| 1Y | -6.2% | +25.7% | -31.8% | -37.2% |
| 3Y | +125.7% | +94.1% | +31.6% | -29.1% |
| 5Y | +296.0% | +94.9% | +201.1% | +44.8% |
| All | +265.9% | +136.4% | +129.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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