+129.4%
LITE vs IONQ
-39.6%
+169.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.3% | +2.4% | +7.6% |
| 7D | -12.9% | +25.5% | -38.3% | -19.9% |
| 30D | -46.0% | -11.4% | -34.6% | -43.7% |
| 3M | -33.0% | -20.5% | -12.6% | -28.0% |
| 6M | -34.0% | -28.2% | -5.8% | -27.0% |
| YTD | +61.7% | -21.2% | +83.0% | +77.6% |
| All | +129.4% | -39.6% | +169.0% | +188.2% |
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