+153.1%
JPM vs IONQ
+172.7%
-19.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.3% |
| 7D | +3.5% | -11.5% | +15.0% | +4.2% |
| 30D | +3.3% | -8.1% | +11.3% | +3.4% |
| 3M | -4.2% | -35.8% | +31.6% | -2.2% |
| 6M | +16.4% | -47.7% | +64.1% | +19.3% |
| YTD | +9.5% | -35.6% | +45.1% | +9.6% |
| 1Y | +14.0% | -36.4% | +50.4% | +13.8% |
| 3Y | +153.1% | +150.0% | +3.0% | +124.4% |
| All | +153.1% | +172.7% | -19.6% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling