+53.2%
IONQ vs TECH
-41.4%
+94.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.4% |
| 7D | +16.8% | +0.2% | +16.5% | +16.6% |
| 30D | -11.1% | +0.5% | -11.6% | -11.4% |
| 3M | -31.7% | +1.0% | -32.7% | -32.1% |
| 6M | -44.8% | +54.1% | -98.8% | -59.7% |
| YTD | -31.2% | +24.4% | -55.6% | -44.6% |
| 1Y | -39.1% | +19.3% | -58.4% | -49.7% |
| 3Y | +189.5% | +28.5% | +161.0% | +97.1% |
| 5Y | +53.2% | -41.0% | +94.1% | +129.5% |
| All | +53.2% | -41.4% | +94.6% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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