+167.4%
IONQ vs SAP
+97.3%
+70.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.7% |
| 7D | -11.5% | +0.6% | -12.1% | -11.9% |
| 30D | -8.1% | +6.5% | -14.6% | -14.1% |
| 3M | -35.8% | +12.2% | -48.0% | -42.9% |
| 6M | -47.7% | +46.1% | -93.8% | -65.4% |
| YTD | -35.6% | -1.6% | -34.0% | -38.6% |
| 1Y | -36.4% | -5.1% | -31.3% | -36.8% |
| 3Y | +150.0% | +68.4% | +81.7% | +31.3% |
| 5Y | +43.3% | +79.4% | -36.1% | -35.5% |
| All | +167.4% | +97.3% | +70.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling