-23.4%
LRCX vs IONQ
-48.4%
+25.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.1% | -0.2% |
| 7D | +12.7% | -11.5% | +24.2% | +19.1% |
| 30D | -21.3% | -8.1% | -13.2% | -18.9% |
| 3M | -32.9% | -35.8% | +2.9% | -18.5% |
| 6M | -23.4% | -47.7% | +24.3% | -0.1% |
| All | -23.4% | -48.4% | +25.0% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling