+215.4%
JPM vs IONQ
+217.7%
-2.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.1% | +1.8% |
| 7D | +0.4% | +25.5% | -25.0% | -1.1% |
| 30D | +2.7% | -11.4% | +14.1% | +3.1% |
| 3M | -3.8% | -20.5% | +16.6% | -3.1% |
| 6M | +14.3% | -28.2% | +42.5% | +15.0% |
| YTD | +8.2% | -21.2% | +29.4% | +7.3% |
| 1Y | +11.0% | -40.4% | +51.3% | +11.5% |
| 3Y | +152.7% | +214.7% | -62.0% | +116.9% |
| 5Y | +130.8% | +56.9% | +74.0% | +85.0% |
| All | +215.4% | +217.7% | -2.3% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling