+185.7%
IONQ vs SE
-62.9%
+248.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.7% | -10.1% | -9.7% |
| 7D | +16.8% | -1.5% | +18.2% | +17.5% |
| 30D | -11.1% | -22.3% | +11.2% | -2.0% |
| 3M | -31.7% | -41.8% | +10.1% | -16.0% |
| 6M | -44.8% | -22.4% | -22.4% | -40.2% |
| YTD | -31.2% | -41.6% | +10.4% | -17.7% |
| 1Y | -39.1% | -48.0% | +8.9% | -23.2% |
| 3Y | +189.5% | +63.9% | +125.6% | +121.3% |
| 5Y | +53.2% | -78.2% | +131.3% | +89.5% |
| All | +185.7% | -62.9% | +248.6% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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