+140.1%
QQQ vs IONQ
+255.2%
-115.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +0.4% | +0.8% | -0.5% | +0.3% |
| 30D | +0.2% | -1.0% | +1.3% | +0.1% |
| 3M | -2.8% | -39.8% | +37.0% | +2.0% |
| 6M | +18.0% | +6.4% | +11.6% | +15.0% |
| YTD | +17.3% | -11.9% | +29.2% | +15.7% |
| 1Y | +25.6% | -6.2% | +31.7% | +20.8% |
| 3Y | +93.7% | +125.7% | -32.0% | +48.1% |
| 5Y | +94.2% | +296.0% | -201.8% | +18.9% |
| All | +140.1% | +255.2% | -115.1% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling