+46.7%
TQQQ vs IONQ
+39.6%
+7.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.4% | +2.7% | -1.5% |
| 7D | +10.4% | -11.5% | +21.9% | +15.0% |
| 30D | -22.2% | -8.1% | -14.1% | -20.3% |
| 3M | -25.1% | -35.8% | +10.7% | -13.9% |
| 6M | -25.0% | -47.7% | +22.7% | -8.4% |
| YTD | +10.1% | -35.6% | +45.7% | +19.7% |
| 1Y | +11.0% | -36.4% | +47.4% | +19.4% |
| 3Y | +195.0% | +150.0% | +44.9% | +31.4% |
| All | +46.7% | +39.6% | +7.1% | -46.4% |
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 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