+67.5%
T vs IONQ
+255.2%
-187.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | -1.3% | +0.8% | -2.1% | -1.3% |
| 30D | +11.4% | -1.0% | +12.4% | +11.3% |
| 3M | +14.3% | -39.8% | +54.1% | +14.5% |
| 6M | -9.3% | +6.4% | -15.7% | -9.3% |
| YTD | +7.1% | -11.9% | +19.0% | +7.1% |
| 1Y | -9.1% | -6.2% | -2.9% | -9.4% |
| 3Y | +105.3% | +125.7% | -20.4% | +99.5% |
| 5Y | +66.8% | +296.0% | -229.2% | +53.8% |
| All | +67.5% | +255.2% | -187.8% | +51.9% |
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