+18.3%
NOW vs IONQ
+128.7%
-110.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | +20.5% | -1.0% | +21.5% | +20.3% |
| 3M | +18.3% | -39.8% | +58.2% | +24.0% |
| 6M | +24.1% | +6.4% | +17.6% | +21.0% |
| YTD | -7.8% | -11.9% | +4.1% | -9.0% |
| 1Y | -21.4% | -6.2% | -15.2% | -24.0% |
| All | +18.3% | +128.7% | -110.4% | -3.7% |
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