+163.0%
LITE vs IONQ
-41.6%
+204.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.4% | +1.9% | -2.1% |
| 7D | +10.8% | -11.5% | +22.2% | +15.7% |
| 30D | -33.4% | -8.1% | -25.4% | -31.4% |
| 3M | -32.2% | -35.8% | +3.6% | -21.8% |
| 6M | -42.1% | -47.7% | +5.6% | -30.1% |
| YTD | +61.9% | -35.6% | +97.5% | +91.7% |
| 1Y | +163.0% | -36.4% | +199.4% | +200.3% |
| All | +163.0% | -41.6% | +204.6% | +200.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling