+42.7%
ORCL vs IONQ
+39.6%
+3.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -0.5% |
| 7D | +8.0% | -11.5% | +19.4% | +9.6% |
| 30D | -4.0% | -8.1% | +4.1% | -3.3% |
| 3M | -19.5% | -35.8% | +16.3% | -15.2% |
| 6M | -33.5% | -47.7% | +14.3% | -28.6% |
| YTD | -34.8% | -35.6% | +0.8% | -32.7% |
| 1Y | -41.6% | -36.4% | -5.2% | -39.8% |
| 3Y | +13.8% | +150.0% | -136.3% | -6.1% |
| All | +42.7% | +39.6% | +3.1% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling