+14.6%
QCOM vs IONQ
+55.1%
-40.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.7% | +2.3% |
| 7D | +5.8% | +25.5% | -19.7% | +1.8% |
| 30D | -2.3% | -11.4% | +9.1% | -0.9% |
| 3M | +2.7% | -20.5% | +23.2% | +5.4% |
| 6M | -21.0% | -28.2% | +7.2% | -18.0% |
| YTD | +1.8% | -21.2% | +23.1% | +2.5% |
| 1Y | +2.4% | -40.4% | +42.8% | +6.2% |
| 3Y | +52.1% | +214.7% | -162.6% | +2.7% |
| 5Y | +14.6% | +56.9% | -42.2% | -26.3% |
| All | +14.6% | +55.1% | -40.4% | -26.3% |
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