+456.9%
LITE vs IONQ
+193.2%
+263.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +23.4% | -17.8% | +1.0% |
| 7D | -35.9% | +8.6% | -44.5% | -36.9% |
| 30D | -51.5% | -21.1% | -30.4% | -49.2% |
| 3M | -35.7% | -17.9% | -17.9% | -33.3% |
| 6M | -43.0% | -37.9% | -5.0% | -37.7% |
| YTD | +46.1% | -27.3% | +73.4% | +51.0% |
| 1Y | +124.7% | -43.2% | +167.9% | +141.7% |
| 3Y | +1,172.1% | +191.0% | +981.1% | +835.2% |
| 5Y | +477.0% | +69.3% | +407.7% | +292.7% |
| All | +456.9% | +193.2% | +263.6% | +267.5% |
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 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