+242.8%
TQQQ vs IONQ
+230.3%
+12.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -1.9% | -7.0% | +5.1% | +0.4% |
| 30D | -4.9% | -18.7% | +13.8% | +1.6% |
| 3M | -6.4% | -36.6% | +30.2% | +8.3% |
| 6M | +44.4% | +7.2% | +37.2% | +37.4% |
| YTD | +35.2% | -18.1% | +53.3% | +36.6% |
| 1Y | +49.5% | -21.9% | +71.4% | +46.1% |
| 3Y | +250.7% | +86.7% | +164.0% | +83.9% |
| 5Y | +104.7% | +267.5% | -162.8% | -40.8% |
| All | +242.8% | +230.3% | +12.4% | +0.2% |
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