+427.0%
LITE vs IONQ
+137.6%
+289.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -10.5% | -8.1% | -16.6% |
| 7D | -44.6% | -16.7% | -27.9% | -42.2% |
| 30D | -55.0% | -38.9% | -16.1% | -50.3% |
| 3M | -38.3% | -33.8% | -4.5% | -33.0% |
| 6M | -48.8% | -44.9% | -3.8% | -42.4% |
| YTD | +38.3% | -41.1% | +79.4% | +49.5% |
| 1Y | +119.0% | -52.3% | +171.3% | +144.9% |
| 3Y | +1,092.0% | +128.2% | +963.8% | +820.2% |
| 5Y | +446.1% | +37.2% | +408.9% | +288.7% |
| All | +427.0% | +137.6% | +289.4% | +263.7% |
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 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