+11.2%
QCOM vs IONQ
+52.1%
-40.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +23.4% | -17.9% | +1.8% |
| 7D | +0.4% | +8.6% | -8.2% | -1.2% |
| 30D | -6.6% | -21.1% | +14.5% | -3.6% |
| 3M | +3.7% | -17.9% | +21.6% | +6.0% |
| 6M | -13.3% | -37.9% | +24.6% | -8.1% |
| YTD | -1.8% | -27.3% | +25.5% | +0.2% |
| 1Y | -2.5% | -43.2% | +40.7% | +1.9% |
| 3Y | +47.0% | +191.0% | -144.0% | +0.5% |
| All | +11.2% | +52.1% | -40.9% | -28.3% |
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