+16.1%
JPM vs IONQ
-47.0%
+63.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.2% |
| 7D | +3.8% | -8.9% | +12.7% | +4.2% |
| 30D | +6.5% | -31.3% | +37.7% | +8.2% |
| 3M | -1.0% | -29.2% | +28.2% | +0.2% |
| 6M | +15.5% | -35.4% | +51.0% | +15.8% |
| YTD | +11.4% | -34.2% | +45.5% | +9.7% |
| 1Y | +16.1% | -44.7% | +60.7% | +14.9% |
| All | +16.1% | -47.0% | +63.1% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 1y: compounded portfolio wealth divided by compounded IONQ 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…
1y analysis · Full analysis span regression · 6 months rolling