-4.5%
NOW vs IONQ
+177.4%
-181.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.4% | -0.6% |
| 7D | -1.7% | +16.8% | -18.4% | -4.4% |
| 30D | -27.4% | -11.1% | -16.2% | -26.6% |
| 3M | -19.4% | -31.7% | +12.3% | -15.8% |
| 6M | +13.1% | -44.8% | +57.9% | +20.3% |
| YTD | -34.3% | -31.2% | -3.1% | -33.8% |
| 1Y | -41.8% | -39.1% | -2.6% | -40.7% |
| 3Y | -20.7% | +189.5% | -210.2% | -48.2% |
| 5Y | -27.2% | +53.2% | -80.4% | -56.4% |
| All | -4.5% | +177.4% | -181.9% | -45.9% |
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