+227.2%
IONQ vs SAN
+382.8%
-155.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.1% | +2.2% | +4.2% |
| 7D | +25.5% | +8.7% | +16.7% | +18.0% |
| 30D | -11.4% | -6.5% | -4.9% | -7.7% |
| 3M | -20.5% | -14.2% | -6.3% | -12.2% |
| 6M | -28.2% | +2.7% | -31.0% | -29.8% |
| YTD | -21.2% | +8.9% | -30.1% | -26.6% |
| 1Y | -40.4% | +23.4% | -63.8% | -49.3% |
| 3Y | +214.7% | +257.9% | -43.3% | +30.5% |
| 5Y | +56.9% | +297.8% | -240.9% | -45.4% |
| All | +227.2% | +382.8% | -155.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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