+191.0%
IONQ vs SBAC
-10.4%
+201.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.9% | +25.3% | +23.3% |
| 7D | +8.6% | +1.2% | +7.4% | +8.7% |
| 30D | -21.1% | +11.2% | -32.3% | -20.8% |
| 3M | -17.9% | +4.5% | -22.3% | -17.6% |
| 6M | -37.9% | -12.2% | -25.8% | -37.6% |
| YTD | -27.3% | -0.1% | -27.2% | -28.0% |
| 1Y | -43.2% | -0.3% | -42.9% | -43.7% |
| 3Y | +191.0% | -8.7% | +199.7% | +190.8% |
| All | +191.0% | -10.4% | +201.4% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling