+50.2%
TSLA vs IONQ
+230.3%
-180.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +3.2% | -7.0% | +10.2% | +5.1% |
| 30D | +11.6% | -18.7% | +30.3% | +17.2% |
| 3M | -8.4% | -36.6% | +28.2% | +1.5% |
| 6M | -10.4% | +7.2% | -17.6% | -14.8% |
| YTD | -18.7% | -18.1% | -0.6% | -19.2% |
| 1Y | -0.9% | -21.9% | +21.0% | -3.8% |
| 3Y | +33.6% | +86.7% | -53.2% | -16.6% |
| 5Y | +48.9% | +267.5% | -218.6% | -41.4% |
| All | +50.2% | +230.3% | -180.1% | -37.9% |
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