+227.2%
IONQ vs SFM
+145.4%
+81.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.4% | +8.1% |
| 7D | +25.5% | -10.2% | +35.7% | +28.0% |
| 30D | -11.4% | -23.9% | +12.5% | -7.1% |
| 3M | -20.5% | -42.3% | +21.8% | -11.6% |
| 6M | -28.2% | -40.1% | +11.9% | -21.5% |
| YTD | -21.2% | -37.8% | +16.5% | -15.6% |
| 1Y | -40.4% | -37.1% | -3.3% | -36.6% |
| 3Y | +214.7% | +21.5% | +193.1% | +185.9% |
| 5Y | +56.9% | +103.8% | -46.9% | +36.7% |
| All | +227.2% | +145.4% | +81.8% | +190.4% |
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