+265.9%
IONQ vs SFM
+303.0%
-37.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.6% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -1.0% | -4.4% | +3.3% | -0.4% |
| 3M | -39.8% | +1.5% | -41.3% | -40.4% |
| 6M | +6.4% | +6.5% | 0.0% | +2.8% |
| YTD | -11.9% | +2.2% | -14.1% | -14.3% |
| 1Y | -6.2% | -41.9% | +35.7% | +5.9% |
| 3Y | +125.7% | +106.8% | +18.9% | +84.6% |
| 5Y | +296.0% | +231.6% | +64.4% | +212.6% |
| All | +265.9% | +303.0% | -37.0% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling