-13.3%
TSLA vs IONQ
-47.0%
+33.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | -4.7% | -8.9% | +4.2% | -2.9% |
| 30D | +1.7% | -31.3% | +33.0% | +9.9% |
| 3M | +17.7% | -29.2% | +46.9% | +25.5% |
| 6M | -1.9% | -35.4% | +33.6% | +6.2% |
| YTD | -14.3% | -34.2% | +19.8% | -10.1% |
| 1Y | -13.3% | -44.7% | +31.4% | -7.2% |
| All | -13.3% | -47.0% | +33.7% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling