+202.0%
IONQ vs SAP
+96.0%
+106.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.1% | +27.6% | +26.8% |
| 7D | +8.6% | -0.7% | +9.3% | +7.8% |
| 30D | -21.1% | +11.1% | -32.2% | -29.1% |
| 3M | -17.9% | +17.0% | -34.9% | -29.6% |
| 6M | -37.9% | +34.8% | -72.8% | -55.8% |
| YTD | -27.3% | -2.2% | -25.1% | -30.3% |
| 1Y | -43.2% | -6.4% | -36.8% | -42.8% |
| 3Y | +191.0% | +75.1% | +115.8% | +45.4% |
| 5Y | +69.3% | +69.8% | -0.5% | -21.7% |
| All | +202.0% | +96.0% | +106.0% | +26.7% |
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