+105.8%
V vs IONQ
+58.7%
+47.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.4% | +8.2% | -0.8% |
| 7D | -0.4% | +16.8% | -17.1% | -1.3% |
| 30D | +6.3% | -11.1% | +17.5% | +6.6% |
| 3M | +17.2% | -31.7% | +48.9% | +18.9% |
| 6M | +29.2% | -44.8% | +74.0% | +31.8% |
| YTD | +20.8% | -31.2% | +52.0% | +20.3% |
| 1Y | +25.0% | -39.1% | +64.1% | +25.0% |
| 3Y | +75.3% | +189.5% | -114.2% | +44.8% |
| 5Y | +105.8% | +53.2% | +52.7% | +59.0% |
| All | +105.8% | +58.7% | +47.2% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling