+253.1%
IONQ vs SCCO
+318.3%
-65.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -6.0% |
| 7D | +1.3% | +2.4% | -1.1% | -0.2% |
| 30D | -10.3% | +6.4% | -16.7% | -13.6% |
| 3M | -32.7% | +21.6% | -54.3% | -40.4% |
| 6M | +6.3% | +13.4% | -7.1% | -2.3% |
| YTD | -15.0% | +52.6% | -67.6% | -35.5% |
| 1Y | -13.3% | +122.4% | -135.7% | -47.3% |
| 3Y | +97.2% | +208.5% | -111.2% | -2.8% |
| 5Y | +278.7% | +353.9% | -75.2% | +52.0% |
| All | +253.1% | +318.3% | -65.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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