+91.4%
ORCL vs IONQ
+295.2%
-203.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.9% |
| 7D | +5.3% | +0.8% | +4.4% | +5.2% |
| 30D | +10.0% | -1.0% | +11.0% | +9.9% |
| 3M | -32.6% | -39.8% | +7.2% | -28.8% |
| 6M | +4.9% | +6.4% | -1.5% | +3.1% |
| YTD | -17.8% | -11.9% | -5.8% | -18.1% |
| 1Y | -28.0% | -6.2% | -21.8% | -29.4% |
| 3Y | +36.0% | +125.7% | -89.7% | +13.5% |
| All | +91.4% | +295.2% | -203.8% | +43.1% |
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