+91.9%
IONQ vs S
-67.7%
+159.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +16.7% | +1.4% | +15.3% | +16.1% |
| 30D | -12.3% | -10.8% | -1.5% | -5.0% |
| 3M | -17.7% | +5.4% | -23.1% | -22.3% |
| 6M | -28.9% | +41.2% | -70.2% | -46.5% |
| YTD | -22.0% | +56.2% | -78.2% | -46.5% |
| 1Y | -36.8% | +36.3% | -73.1% | -52.5% |
| 3Y | +228.2% | +49.4% | +178.8% | +115.4% |
| 5Y | +91.9% | -66.9% | +158.8% | +316.6% |
| All | +91.9% | -67.7% | +159.7% | +316.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling