+41.1%
TSLA vs IONQ
+295.2%
-254.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.2% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +10.1% | -1.0% | +11.1% | +9.9% |
| 3M | -15.4% | -39.8% | +24.4% | -5.3% |
| 6M | -12.8% | +6.4% | -19.2% | -16.9% |
| YTD | -21.3% | -11.9% | -9.3% | -23.0% |
| 1Y | +4.6% | -6.2% | +10.7% | -2.9% |
| 3Y | +44.5% | +125.7% | -81.2% | -13.4% |
| All | +41.1% | +295.2% | -254.1% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling