+205.1%
IONQ vs S
-52.7%
+257.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.6% | +21.8% | +22.4% |
| 7D | +8.6% | -13.4% | +22.0% | +19.1% |
| 30D | -21.1% | -14.0% | -7.1% | -13.0% |
| 3M | -17.9% | +4.9% | -22.7% | -21.9% |
| 6M | -37.9% | +42.0% | -80.0% | -52.8% |
| YTD | -27.3% | +45.1% | -72.4% | -46.3% |
| 1Y | -43.2% | +33.1% | -76.3% | -55.8% |
| 3Y | +191.0% | +40.6% | +150.4% | +107.5% |
| 5Y | +69.3% | -67.5% | +136.7% | +144.7% |
| All | +205.1% | -52.7% | +257.8% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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