+140.8%
LLY vs IONQ
+172.7%
-31.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.4% |
| 7D | +6.7% | -11.5% | +18.2% | +7.1% |
| 30D | +19.6% | -8.1% | +27.7% | +19.7% |
| 3M | +19.7% | -35.8% | +55.5% | +20.8% |
| 6M | +42.7% | -47.7% | +90.5% | +44.6% |
| YTD | +35.1% | -35.6% | +70.8% | +35.4% |
| 1Y | +42.2% | -36.4% | +78.6% | +42.2% |
| 3Y | +140.8% | +150.0% | -9.3% | +114.5% |
| All | +140.8% | +172.7% | -31.9% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling