+30.9%
QCOM vs IONQ
+295.2%
-264.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | +7.7% | -1.0% | +8.7% | +7.5% |
| 3M | -30.1% | -39.8% | +9.8% | -25.1% |
| 6M | +22.8% | +6.4% | +16.4% | +20.3% |
| YTD | +0.2% | -11.9% | +12.1% | -0.3% |
| 1Y | +7.9% | -6.2% | +14.0% | +4.3% |
| 3Y | +55.8% | +125.7% | -69.9% | +11.9% |
| All | +30.9% | +295.2% | -264.3% | -23.5% |
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