+4.6%
TSLA vs IONQ
-4.1%
+8.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.2% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +10.1% | -1.0% | +11.1% | +10.0% |
| 3M | -15.4% | -39.8% | +24.4% | -7.1% |
| 6M | -12.8% | +6.4% | -19.2% | -15.1% |
| YTD | -21.3% | -11.9% | -9.3% | -21.8% |
| 1Y | +4.6% | -6.2% | +10.7% | +1.4% |
| All | +4.6% | -4.1% | +8.7% | +1.4% |
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 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