+48.0%
LRCX vs IONQ
-41.6%
+89.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.1% | -1.3% |
| 7D | +12.7% | -11.5% | +24.2% | +16.9% |
| 30D | -21.3% | -8.1% | -13.2% | -19.6% |
| 3M | -32.9% | -35.8% | +2.9% | -24.6% |
| 6M | -23.4% | -47.7% | +24.3% | -10.7% |
| YTD | +32.4% | -35.6% | +68.0% | +46.8% |
| 1Y | +48.0% | -36.4% | +84.4% | +62.7% |
| All | +48.0% | -41.6% | +89.6% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling