-3.2%
NOW vs IONQ
+193.2%
-196.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +23.4% | -23.8% | -3.9% |
| 7D | -3.0% | +8.6% | -11.6% | -4.6% |
| 30D | -26.0% | -21.1% | -4.9% | -23.9% |
| 3M | -13.1% | -17.9% | +4.8% | -11.6% |
| 6M | +14.5% | -37.9% | +52.5% | +19.4% |
| YTD | -33.4% | -27.3% | -6.1% | -33.4% |
| 1Y | -40.6% | -43.2% | +2.6% | -38.9% |
| 3Y | -16.3% | +191.0% | -207.3% | -45.2% |
| 5Y | -26.3% | +69.3% | -95.6% | -56.4% |
| All | -3.2% | +193.2% | -196.4% | -45.5% |
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