+45.7%
IONQ vs SBAC
-39.6%
+85.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.9% |
| 7D | -11.5% | +0.6% | -12.1% | -11.6% |
| 30D | -8.1% | +5.5% | -13.6% | -10.0% |
| 3M | -35.8% | +3.1% | -38.9% | -36.8% |
| 6M | -47.7% | -7.0% | -40.7% | -47.2% |
| YTD | -35.6% | +0.5% | -36.1% | -38.4% |
| 1Y | -36.4% | +0.2% | -36.6% | -39.1% |
| 3Y | +150.0% | -7.4% | +157.4% | +132.2% |
| All | +45.7% | -39.6% | +85.3% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling