+400.6%
LRCX vs IONQ
+159.6%
+241.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.1% | -2.1% |
| 7D | +12.7% | -11.5% | +24.2% | +15.3% |
| 30D | -21.3% | -8.1% | -13.2% | -20.1% |
| 3M | -32.9% | -35.8% | +2.9% | -27.5% |
| 6M | -23.4% | -47.7% | +24.3% | -14.4% |
| YTD | +32.4% | -35.6% | +68.0% | +39.4% |
| 1Y | +48.0% | -36.4% | +84.4% | +55.0% |
| 3Y | +243.9% | +150.0% | +93.9% | +132.0% |
| 5Y | +280.6% | +43.3% | +237.3% | +125.2% |
| All | +400.6% | +159.6% | +241.0% | +127.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling