+224.0%
IONQ vs SCCO
+244.0%
-20.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.9% |
| 7D | +16.7% | -1.8% | +18.5% | +18.4% |
| 30D | -12.3% | -17.8% | +5.5% | -1.2% |
| 3M | -17.7% | -12.5% | -5.2% | -10.9% |
| 6M | -28.9% | -4.1% | -24.9% | -27.2% |
| YTD | -22.0% | +25.5% | -47.5% | -33.5% |
| 1Y | -36.8% | +31.0% | -67.8% | -47.4% |
| 3Y | +228.2% | +178.7% | +49.5% | +73.1% |
| 5Y | +91.9% | +279.7% | -187.7% | -13.0% |
| All | +224.0% | +244.0% | -20.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling