-10.2%
TSLA vs IONQ
-33.6%
+23.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +23.4% | -19.2% | -2.4% |
| 7D | -10.4% | +8.6% | -19.0% | -12.9% |
| 30D | -5.2% | -21.1% | +15.9% | +0.6% |
| 3M | +12.1% | -17.9% | +30.0% | +16.3% |
| 6M | -10.2% | -37.9% | +27.8% | +1.3% |
| All | -10.2% | -33.6% | +23.4% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling