+269.7%
IONQ vs S
-56.8%
+326.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +0.8% | -7.7% | +8.5% | +5.8% |
| 30D | -1.0% | -5.3% | +4.3% | +1.4% |
| 3M | -39.8% | +20.3% | -60.1% | -47.6% |
| 6M | +6.4% | +47.4% | -40.9% | -21.5% |
| YTD | -11.9% | +32.5% | -44.5% | -30.5% |
| 1Y | -6.2% | +9.5% | -15.7% | -17.2% |
| 3Y | +125.7% | +15.5% | +110.2% | +84.3% |
| 5Y | +296.0% | -71.2% | +367.2% | +498.6% |
| All | +269.7% | -56.8% | +326.5% | +462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling