+635.4%
LLY vs IONQ
+255.2%
+380.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.1% | +0.8% | -3.0% | -2.2% |
| 30D | -1.6% | -1.0% | -0.6% | -1.7% |
| 3M | +2.3% | -39.8% | +42.1% | +3.5% |
| 6M | +14.9% | +6.4% | +8.5% | +14.1% |
| YTD | +7.5% | -11.9% | +19.4% | +7.0% |
| 1Y | +55.7% | -6.2% | +61.8% | +53.8% |
| 3Y | +110.6% | +125.7% | -15.1% | +96.0% |
| 5Y | +363.4% | +296.0% | +67.4% | +301.0% |
| All | +635.4% | +255.2% | +380.1% | +529.3% |
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