+55.4%
TSLA vs IONQ
+217.7%
-162.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.8% | +3.4% |
| 7D | -6.4% | +25.5% | -31.8% | -12.0% |
| 30D | -1.2% | -11.4% | +10.2% | +0.7% |
| 3M | +15.1% | -20.5% | +35.5% | +19.8% |
| 6M | -11.7% | -28.2% | +16.5% | -7.2% |
| YTD | -15.9% | -21.2% | +5.3% | -16.7% |
| 1Y | -12.0% | -40.4% | +28.4% | -7.7% |
| 3Y | +80.0% | +214.7% | -134.7% | -2.8% |
| 5Y | +10.8% | +56.9% | -46.0% | -45.5% |
| All | +55.4% | +217.7% | -162.3% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling