+228.2%
IONQ vs SCCO
+182.5%
+45.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +1.1% |
| 7D | +16.7% | -1.8% | +18.5% | +18.6% |
| 30D | -12.3% | -17.8% | +5.5% | 0.0% |
| 3M | -17.7% | -12.5% | -5.2% | -10.2% |
| 6M | -28.9% | -4.1% | -24.9% | -27.2% |
| YTD | -22.0% | +25.5% | -47.5% | -35.8% |
| 1Y | -36.8% | +31.0% | -67.8% | -49.5% |
| 3Y | +228.2% | +178.7% | +49.5% | +27.8% |
| All | +228.2% | +182.5% | +45.8% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling