+202.0%
IONQ vs SFM
+143.1%
+59.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.8% | +28.3% | +24.4% |
| 7D | +8.6% | -1.2% | +9.8% | +8.2% |
| 30D | -21.1% | -24.8% | +3.7% | -17.1% |
| 3M | -17.9% | -43.7% | +25.8% | -8.2% |
| 6M | -37.9% | -37.3% | -0.7% | -33.1% |
| YTD | -27.3% | -38.4% | +11.1% | -22.0% |
| 1Y | -43.2% | -36.9% | -6.3% | -39.7% |
| 3Y | +191.0% | +20.7% | +170.3% | +164.7% |
| 5Y | +69.3% | +103.5% | -34.2% | +47.7% |
| All | +202.0% | +143.1% | +59.0% | +168.5% |
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