+39.3%
QCOM vs IONQ
+123.8%
-84.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -10.5% | +1.0% | -8.0% |
| 7D | -15.5% | -16.7% | +1.2% | -13.2% |
| 30D | -13.4% | -38.9% | +25.5% | -7.4% |
| 3M | 0.0% | -33.8% | +33.9% | +5.4% |
| 6M | -15.2% | -44.9% | +29.7% | -8.6% |
| YTD | -6.9% | -41.1% | +34.2% | -1.7% |
| 1Y | -11.0% | -52.3% | +41.3% | -4.5% |
| All | +39.3% | +123.8% | -84.5% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling