+43.8%
T vs IONQ
+217.7%
-173.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.6% | +0.8% |
| 7D | +1.7% | +25.5% | -23.8% | +1.7% |
| 30D | -1.7% | -11.4% | +9.7% | -1.7% |
| 3M | -7.3% | -20.5% | +13.1% | -7.3% |
| 6M | -11.2% | -28.2% | +17.0% | -11.1% |
| YTD | -8.1% | -21.2% | +13.2% | -8.0% |
| 1Y | -8.0% | -40.4% | +32.4% | -7.8% |
| 3Y | +62.1% | +214.7% | -152.6% | +56.2% |
| 5Y | +55.7% | +56.9% | -1.2% | +42.2% |
| All | +43.8% | +217.7% | -173.9% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling