+516.4%
LITE vs IONQ
+217.7%
+298.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.3% | +2.4% | +9.0% |
| 7D | -12.9% | +25.5% | -38.3% | -16.7% |
| 30D | -46.0% | -11.4% | -34.6% | -44.6% |
| 3M | -33.0% | -20.5% | -12.6% | -30.1% |
| 6M | -34.0% | -28.2% | -5.8% | -29.8% |
| YTD | +61.7% | -21.2% | +83.0% | +64.6% |
| 1Y | +148.3% | -40.4% | +188.7% | +164.5% |
| 3Y | +1,408.5% | +214.7% | +1,193.8% | +992.6% |
| 5Y | +546.2% | +56.9% | +489.3% | +341.9% |
| All | +516.4% | +217.7% | +298.7% | +300.7% |
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