+191.0%
IONQ vs SAN
+235.5%
-44.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.2% | +25.7% | +25.0% |
| 7D | +8.6% | +4.9% | +3.7% | +4.0% |
| 30D | -21.1% | -13.0% | -8.1% | -13.2% |
| 3M | -17.9% | -18.9% | +1.0% | -5.2% |
| 6M | -37.9% | -4.1% | -33.8% | -36.2% |
| YTD | -27.3% | +2.6% | -29.9% | -29.7% |
| 1Y | -43.2% | +16.9% | -60.1% | -50.5% |
| 3Y | +191.0% | +239.1% | -48.1% | +22.5% |
| All | +191.0% | +235.5% | -44.5% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling