+144.7%
IONQ vs SAN
+365.3%
-220.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.5% | -10.0% | -10.2% |
| 7D | -16.7% | +3.5% | -20.2% | -18.9% |
| 30D | -38.9% | -13.2% | -25.7% | -32.9% |
| 3M | -33.8% | -16.9% | -16.9% | -25.2% |
| 6M | -44.9% | +2.3% | -47.3% | -45.8% |
| YTD | -41.1% | +4.9% | -46.0% | -43.6% |
| 1Y | -52.3% | +20.4% | -72.7% | -58.7% |
| 3Y | +128.2% | +243.2% | -115.0% | -2.5% |
| 5Y | +37.2% | +275.3% | -238.1% | -50.9% |
| All | +144.7% | +365.3% | -220.6% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling