+240.3%
IONQ vs SGOV
+20.2%
+220.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -7.0% | 0.0% | -7.1% | -7.2% |
| 30D | -18.7% | +0.3% | -19.0% | -19.6% |
| 3M | -36.6% | +0.9% | -37.6% | -38.9% |
| 6M | +7.2% | +1.8% | +5.4% | -1.8% |
| YTD | -18.1% | +2.5% | -20.6% | -27.8% |
| 1Y | -21.9% | +3.8% | -25.7% | -35.4% |
| 3Y | +86.7% | +14.4% | +72.4% | +111.2% |
| 5Y | +267.5% | +20.2% | +247.3% | +1,131.6% |
| All | +240.3% | +20.2% | +220.1% | +1,026.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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