+97.9%
ORCL vs IONQ
+193.2%
-95.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +23.4% | -22.6% | -2.1% |
| 7D | -11.2% | +8.6% | -19.7% | -12.3% |
| 30D | -18.8% | -21.1% | +2.3% | -16.7% |
| 3M | -18.8% | -17.9% | -0.9% | -17.3% |
| 6M | -39.7% | -37.9% | -1.8% | -37.0% |
| YTD | -39.6% | -27.3% | -12.3% | -38.7% |
| 1Y | -51.7% | -43.2% | -8.5% | -50.0% |
| 3Y | +10.2% | +191.0% | -180.8% | -8.0% |
| 5Y | +30.8% | +69.3% | -38.4% | +3.0% |
| All | +97.9% | +193.2% | -95.4% | +57.4% |
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