+45.7%
IONQ vs SAN
+294.0%
-248.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.9% |
| 7D | -11.5% | +4.0% | -15.5% | -13.8% |
| 30D | -8.1% | -7.8% | -0.3% | -2.7% |
| 3M | -35.8% | -16.4% | -19.4% | -26.9% |
| 6M | -47.7% | +3.5% | -51.3% | -49.3% |
| YTD | -35.6% | +6.7% | -42.3% | -39.8% |
| 1Y | -36.4% | +14.5% | -50.9% | -44.0% |
| 3Y | +150.0% | +243.5% | -93.5% | -9.7% |
| All | +45.7% | +294.0% | -248.3% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling