+294.8%
IONQ vs SAN
+381.6%
-86.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.9% |
| 7D | +0.8% | +1.8% | -1.0% | -0.5% |
| 30D | -1.0% | +2.0% | -3.0% | -2.5% |
| 3M | -39.8% | +19.7% | -59.5% | -47.2% |
| 6M | +6.4% | +30.6% | -24.2% | -12.5% |
| YTD | -11.9% | +28.8% | -40.8% | -27.9% |
| 1Y | -6.2% | +57.8% | -63.9% | -35.0% |
| 3Y | +125.7% | +338.1% | -212.4% | -28.9% |
| All | +294.8% | +381.6% | -86.8% | -0.7% |
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