+77.6%
V vs IONQ
+176.2%
-98.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +23.4% | -23.4% | -0.6% |
| 7D | +2.2% | +8.6% | -6.4% | +1.9% |
| 30D | +13.6% | -21.1% | +34.7% | +14.2% |
| 3M | +14.3% | -17.9% | +32.2% | +14.6% |
| 6M | +33.1% | -37.9% | +71.0% | +34.0% |
| YTD | +21.2% | -27.3% | +48.5% | +20.5% |
| 1Y | +26.4% | -43.2% | +69.6% | +26.6% |
| 3Y | +77.6% | +191.0% | -113.4% | +59.6% |
| All | +77.6% | +176.2% | -98.6% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling