+48.2%
TSLA vs IONQ
+129.9%
-81.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.4% |
| 7D | +3.4% | +7.1% | -3.7% | +1.7% |
| 30D | +12.0% | -8.9% | +21.0% | +14.2% |
| 3M | -10.0% | -35.6% | +25.6% | -1.3% |
| 6M | -7.2% | +13.3% | -20.5% | -12.4% |
| YTD | -18.1% | -9.8% | -8.3% | -20.1% |
| 1Y | +6.3% | -1.3% | +7.6% | -2.0% |
| 3Y | +48.2% | +109.3% | -61.1% | -5.7% |
| All | +48.2% | +129.9% | -81.8% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling