+559.6%
LRCX vs IONQ
+231.1%
+328.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.4% | -2.2% | -5.0% |
| 7D | +1.8% | -5.6% | +7.4% | +3.0% |
| 30D | -4.3% | -15.2% | +10.9% | -1.4% |
| 3M | -7.3% | -34.9% | +27.6% | +0.2% |
| 6M | +38.6% | +4.9% | +33.7% | +36.0% |
| YTD | +74.4% | -17.9% | +92.3% | +76.4% |
| 1Y | +179.1% | -16.0% | +195.1% | +175.1% |
| 3Y | +357.7% | +90.5% | +267.2% | +224.7% |
| 5Y | +424.9% | +268.4% | +156.5% | +141.0% |
| All | +559.6% | +231.1% | +328.5% | +188.1% |
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 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