+811.1%
LITE vs IONQ
+255.2%
+555.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.8% |
| 7D | -1.5% | +0.8% | -2.4% | -1.7% |
| 30D | +6.7% | -1.0% | +7.7% | +6.9% |
| 3M | -6.8% | -39.8% | +33.1% | +2.2% |
| 6M | +29.4% | +6.4% | +23.0% | +27.5% |
| YTD | +139.1% | -11.9% | +151.0% | +138.4% |
| 1Y | +521.0% | -6.2% | +527.1% | +504.6% |
| 3Y | +1,535.3% | +125.7% | +1,409.6% | +1,117.3% |
| 5Y | +889.8% | +296.0% | +593.8% | +493.4% |
| All | +811.1% | +255.2% | +555.9% | +480.1% |
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