+102.4%
V vs IONQ
+137.6%
-35.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.5% | +7.3% | -2.7% |
| 7D | +2.9% | -16.7% | +19.6% | +3.8% |
| 30D | +14.0% | -38.9% | +53.0% | +16.6% |
| 3M | +14.9% | -33.8% | +48.7% | +16.7% |
| 6M | +31.7% | -44.9% | +76.7% | +34.0% |
| YTD | +21.2% | -41.1% | +62.3% | +21.9% |
| 1Y | +25.3% | -52.3% | +77.6% | +27.0% |
| 3Y | +77.5% | +128.2% | -50.8% | +52.1% |
| 5Y | +102.6% | +37.2% | +65.4% | +61.8% |
| All | +102.4% | +137.6% | -35.1% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling