+109.3%
IONQ vs SCCO
+210.1%
-100.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | -0.9% |
| 7D | +7.1% | +3.4% | +3.7% | +4.6% |
| 30D | -8.9% | +6.6% | -15.5% | -12.8% |
| 3M | -35.6% | +24.5% | -60.0% | -44.9% |
| 6M | +13.3% | +16.5% | -3.2% | +0.8% |
| YTD | -9.8% | +52.1% | -61.9% | -35.2% |
| 1Y | -1.3% | +114.2% | -115.5% | -45.0% |
| 3Y | +109.3% | +207.4% | -98.2% | -23.7% |
| All | +109.3% | +210.1% | -100.8% | -23.7% |
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