+215.4%
JPM vs IONQ
+214.5%
+0.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.2% | +16.7% | -15.5% | +0.1% |
| 30D | +2.7% | -12.3% | +15.0% | +3.2% |
| 3M | -4.5% | -17.7% | +13.3% | -3.9% |
| 6M | +14.3% | -28.9% | +43.2% | +15.1% |
| YTD | +8.2% | -22.0% | +30.2% | +7.3% |
| 1Y | +10.0% | -36.8% | +46.8% | +10.1% |
| 3Y | +149.0% | +228.2% | -79.3% | +113.2% |
| 5Y | +131.0% | +91.9% | +39.1% | +85.4% |
| All | +215.4% | +214.5% | +0.9% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling