+253.5%
TQQQ vs IONQ
+98.6%
+154.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +4.9% | +0.8% |
| 7D | +2.8% | +1.3% | +1.5% | +2.4% |
| 30D | -3.0% | -10.3% | +7.3% | -0.3% |
| 3M | -2.7% | -32.7% | +30.0% | +8.0% |
| 6M | +45.4% | +6.3% | +39.1% | +40.9% |
| YTD | +36.3% | -15.0% | +51.3% | +37.0% |
| 1Y | +53.4% | -13.3% | +66.7% | +47.8% |
| All | +253.5% | +98.6% | +154.9% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling