+224.0%
IONQ vs SFM
+141.9%
+82.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +16.7% | -6.9% | +23.6% | +18.2% |
| 30D | -12.3% | -25.0% | +12.7% | -7.8% |
| 3M | -17.7% | -42.7% | +25.0% | -8.4% |
| 6M | -28.9% | -41.0% | +12.1% | -22.1% |
| YTD | -22.0% | -38.7% | +16.6% | -16.2% |
| 1Y | -36.8% | -38.1% | +1.3% | -32.5% |
| 3Y | +228.2% | +19.3% | +208.9% | +199.4% |
| 5Y | +91.9% | +103.1% | -11.2% | +67.6% |
| All | +224.0% | +141.9% | +82.1% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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