+104.3%
V vs IONQ
+159.6%
-55.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.6% |
| 7D | +0.9% | -11.5% | +12.4% | +1.5% |
| 30D | +9.0% | -8.1% | +17.1% | +9.1% |
| 3M | +16.7% | -35.8% | +52.5% | +18.6% |
| 6M | +33.4% | -47.7% | +81.2% | +36.2% |
| YTD | +22.4% | -35.6% | +58.0% | +22.3% |
| 1Y | +27.7% | -36.4% | +64.1% | +27.3% |
| 3Y | +78.0% | +150.0% | -72.1% | +51.7% |
| 5Y | +108.5% | +43.3% | +65.2% | +65.8% |
| All | +104.3% | +159.6% | -55.3% | +59.8% |
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