+102.2%
V vs IONQ
+217.7%
-115.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.5% | -0.5% |
| 7D | -0.8% | +25.5% | -26.2% | -2.0% |
| 30D | +9.5% | -11.4% | +20.9% | +9.8% |
| 3M | +16.7% | -20.5% | +37.1% | +17.4% |
| 6M | +32.9% | -28.2% | +61.2% | +33.5% |
| YTD | +21.1% | -21.2% | +42.3% | +19.9% |
| 1Y | +26.6% | -40.4% | +67.0% | +26.9% |
| 3Y | +78.4% | +214.7% | -136.3% | +50.2% |
| 5Y | +105.5% | +56.9% | +48.6% | +62.0% |
| All | +102.2% | +217.7% | -115.4% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling