+102.6%
V vs IONQ
+214.5%
-111.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +0.6% | +16.7% | -16.1% | -0.3% |
| 30D | +9.7% | -12.3% | +22.0% | +10.1% |
| 3M | +17.3% | -17.7% | +35.0% | +17.8% |
| 6M | +33.2% | -28.9% | +62.2% | +33.8% |
| YTD | +21.3% | -22.0% | +43.4% | +20.2% |
| 1Y | +27.3% | -36.8% | +64.1% | +27.2% |
| 3Y | +76.1% | +228.2% | -152.2% | +47.9% |
| 5Y | +103.5% | +91.9% | +11.5% | +60.3% |
| All | +102.6% | +214.5% | -111.9% | +57.1% |
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