-36.4%
IONQ vs SFM
-36.8%
+0.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.8% | -6.3% |
| 7D | -11.5% | +6.0% | -17.5% | -11.2% |
| 30D | -8.1% | -19.5% | +11.4% | -7.3% |
| 3M | -35.8% | -37.0% | +1.2% | -35.0% |
| 6M | -47.7% | -41.0% | -6.7% | -47.5% |
| YTD | -35.6% | -34.6% | -1.0% | -39.4% |
| 1Y | -36.4% | -36.3% | -0.1% | -40.1% |
| All | -36.4% | -36.8% | +0.4% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling