+34.9%
QCOM vs IONQ
+177.4%
-142.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.4% | +9.7% | +1.8% |
| 7D | +13.0% | +16.8% | -3.8% | +9.9% |
| 30D | +0.2% | -11.1% | +11.3% | +1.6% |
| 3M | +9.2% | -31.7% | +40.9% | +14.8% |
| 6M | -15.0% | -44.8% | +29.8% | -8.3% |
| YTD | +5.2% | -31.2% | +36.4% | +8.0% |
| 1Y | +2.4% | -39.1% | +41.5% | +6.0% |
| 3Y | +52.0% | +189.5% | -137.5% | +3.5% |
| 5Y | +19.7% | +53.2% | -33.4% | -23.3% |
| All | +34.9% | +177.4% | -142.5% | -26.9% |
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