-15.1%
TSLA vs IONQ
-39.6%
+24.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.8% | +3.6% |
| 7D | -6.4% | +25.5% | -31.8% | -11.5% |
| 30D | -1.2% | -11.4% | +10.2% | +0.6% |
| 3M | +15.1% | -20.5% | +35.5% | +19.4% |
| 6M | -11.7% | -28.2% | +16.5% | -7.1% |
| YTD | -15.9% | -21.2% | +5.3% | -15.5% |
| All | -15.1% | -39.6% | +24.5% | -11.5% |
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 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