+52.8%
IONQ vs SAN
+267.8%
-215.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.2% | +25.7% | +25.1% |
| 7D | +8.6% | +4.9% | +3.7% | +3.8% |
| 30D | -21.1% | -13.0% | -8.1% | -12.8% |
| 3M | -17.9% | -18.9% | +1.0% | -4.5% |
| 6M | -37.9% | -4.1% | -33.8% | -36.4% |
| YTD | -27.3% | +2.6% | -29.9% | -30.2% |
| 1Y | -43.2% | +16.9% | -60.1% | -51.2% |
| 3Y | +191.0% | +239.1% | -48.1% | +5.4% |
| All | +52.8% | +267.8% | -215.0% | -49.1% |
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