+215.4%
IONQ vs SAN
+383.5%
-168.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.2% |
| 7D | +15.3% | +3.4% | +11.9% | +12.6% |
| 30D | -6.1% | -6.3% | +0.2% | -2.3% |
| 3M | -21.6% | -14.1% | -7.5% | -13.6% |
| 6M | -40.1% | +4.2% | -44.3% | -41.9% |
| YTD | -24.1% | +9.0% | -33.1% | -29.3% |
| 1Y | -37.4% | +18.8% | -56.2% | -45.3% |
| 3Y | +219.5% | +252.0% | -32.5% | +34.1% |
| 5Y | +76.9% | +299.5% | -222.5% | -38.5% |
| All | +215.4% | +383.5% | -168.2% | +6.3% |
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