-17.9%
IONQ vs SFM
-42.5%
+24.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.8% | +28.3% | +22.4% |
| 7D | +8.6% | -1.2% | +9.8% | +8.5% |
| 30D | -21.1% | -24.8% | +3.7% | -22.9% |
| 3M | -17.9% | -43.7% | +25.8% | -26.7% |
| All | -17.9% | -42.5% | +24.6% | -26.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling