+773.1%
LLY vs IONQ
+137.6%
+635.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.5% | +6.8% | -3.5% |
| 7D | -0.7% | -16.7% | +16.0% | -0.2% |
| 30D | +17.9% | -38.9% | +56.9% | +19.3% |
| 3M | +16.8% | -33.8% | +50.6% | +17.8% |
| 6M | +38.4% | -44.9% | +83.4% | +39.9% |
| YTD | +27.6% | -41.1% | +68.7% | +28.2% |
| 1Y | +48.3% | -52.3% | +100.6% | +49.6% |
| 3Y | +145.4% | +128.2% | +17.1% | +128.5% |
| 5Y | +438.9% | +37.2% | +401.7% | +397.2% |
| All | +773.1% | +137.6% | +635.6% | +654.2% |
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 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