-2.5%
NOW vs IONQ
+206.2%
-208.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.8% | +3.6% |
| 7D | -5.6% | +15.3% | -20.9% | -8.0% |
| 30D | -26.8% | -6.1% | -20.7% | -26.5% |
| 3M | -19.4% | -21.6% | +2.2% | -17.5% |
| 6M | +12.3% | -40.1% | +52.4% | +18.1% |
| YTD | -32.9% | -24.1% | -8.8% | -33.4% |
| 1Y | -40.3% | -37.4% | -2.9% | -39.4% |
| 3Y | -19.1% | +219.5% | -238.6% | -47.8% |
| 5Y | -24.4% | +76.9% | -101.3% | -55.5% |
| All | -2.5% | +206.2% | -208.6% | -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