+53.4%
T vs IONQ
+52.1%
+1.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +23.4% | -24.3% | -0.9% |
| 7D | +1.0% | +8.6% | -7.6% | +1.0% |
| 30D | -10.6% | -21.1% | +10.5% | -10.6% |
| 3M | -7.7% | -17.9% | +10.1% | -7.7% |
| 6M | -13.3% | -37.9% | +24.6% | -13.2% |
| YTD | -8.8% | -27.3% | +18.5% | -8.7% |
| 1Y | -8.4% | -43.2% | +34.8% | -8.2% |
| 3Y | +59.6% | +191.0% | -131.3% | +52.8% |
| All | +53.4% | +52.1% | +1.4% | +36.8% |
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