+224.0%
IONQ vs SAN
+386.6%
-162.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | +16.7% | +10.8% | +5.9% | +8.4% |
| 30D | -12.3% | -5.7% | -6.5% | -9.1% |
| 3M | -17.7% | -13.4% | -4.3% | -9.8% |
| 6M | -28.9% | +3.5% | -32.5% | -30.9% |
| YTD | -22.0% | +9.7% | -31.8% | -27.7% |
| 1Y | -36.8% | +20.9% | -57.7% | -45.4% |
| 3Y | +228.2% | +254.3% | -26.0% | +37.1% |
| 5Y | +91.9% | +304.2% | -212.3% | -33.6% |
| All | +224.0% | +386.6% | -162.7% | +8.8% |
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