+185.7%
IONQ vs SAN
+370.0%
-184.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.8% | -6.6% | -7.5% |
| 7D | +16.8% | +1.0% | +15.8% | +15.9% |
| 30D | -11.1% | -9.4% | -1.8% | -5.3% |
| 3M | -31.7% | -17.1% | -14.6% | -22.8% |
| 6M | -44.8% | +2.2% | -46.9% | -45.6% |
| YTD | -31.2% | +6.0% | -37.2% | -34.6% |
| 1Y | -39.1% | +12.7% | -51.9% | -44.7% |
| 3Y | +189.5% | +242.1% | -52.7% | +24.0% |
| 5Y | +53.2% | +293.6% | -240.4% | -45.7% |
| All | +185.7% | +370.0% | -184.2% | -1.6% |
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