+228.2%
IONQ vs S
+54.2%
+174.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +16.7% | +1.4% | +15.3% | +16.2% |
| 30D | -12.3% | -10.8% | -1.5% | -5.8% |
| 3M | -17.7% | +5.4% | -23.1% | -21.4% |
| 6M | -28.9% | +41.2% | -70.2% | -44.7% |
| YTD | -22.0% | +56.2% | -78.2% | -44.4% |
| 1Y | -36.8% | +36.3% | -73.1% | -50.9% |
| 3Y | +228.2% | +49.4% | +178.8% | +158.8% |
| All | +228.2% | +54.2% | +174.0% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling