+118.8%
ORCL vs IONQ
+206.2%
-87.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.7% | +11.5% | +9.1% |
| 7D | +3.8% | +15.3% | -11.5% | +1.6% |
| 30D | -6.6% | -6.1% | -0.5% | -6.2% |
| 3M | -11.4% | -21.6% | +10.2% | -9.3% |
| 6M | -33.3% | -40.1% | +6.8% | -30.0% |
| YTD | -33.3% | -24.1% | -9.2% | -32.6% |
| 1Y | -44.9% | -37.4% | -7.5% | -43.5% |
| 3Y | +17.6% | +219.5% | -201.9% | -2.7% |
| 5Y | +46.1% | +76.9% | -30.9% | +14.1% |
| All | +118.8% | +206.2% | -87.4% | +73.0% |
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