+268.4%
IONQ vs SGOV
+20.1%
+248.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -15.2% | +0.3% | -15.5% | -15.4% |
| 3M | -34.9% | +0.9% | -35.9% | -35.5% |
| 6M | +4.9% | +1.8% | +3.1% | +1.4% |
| YTD | -17.9% | +2.5% | -20.4% | -22.0% |
| 1Y | -16.0% | +3.8% | -19.8% | -21.9% |
| 3Y | +90.5% | +14.4% | +76.1% | +270.8% |
| 5Y | +268.4% | +20.1% | +248.3% | +4,216.3% |
| All | +268.4% | +20.1% | +248.3% | +4,216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling