+392.1%
LRCX vs IONQ
+129.9%
+262.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.7% | +3.7% |
| 7D | +10.4% | +7.1% | +3.3% | +9.1% |
| 30D | +2.9% | -8.9% | +11.8% | +4.5% |
| 3M | -1.2% | -35.6% | +34.4% | +5.9% |
| 6M | +60.9% | +13.3% | +47.6% | +56.8% |
| YTD | +87.5% | -9.8% | +97.3% | +87.1% |
| 1Y | +206.6% | -1.3% | +208.0% | +196.9% |
| 3Y | +392.1% | +109.3% | +282.8% | +258.0% |
| All | +392.1% | +129.9% | +262.1% | +258.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling