+215.4%
IONQ vs SHOP
+31.2%
+184.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.7% |
| 7D | +15.3% | -2.5% | +17.8% | +17.6% |
| 30D | -6.1% | -16.7% | +10.6% | +4.4% |
| 3M | -21.6% | -2.2% | -19.4% | -22.0% |
| 6M | -40.1% | +45.6% | -85.7% | -54.9% |
| YTD | -24.1% | -7.3% | -16.8% | -27.5% |
| 1Y | -37.4% | -6.1% | -31.3% | -40.7% |
| 3Y | +219.5% | +143.3% | +76.2% | +54.1% |
| 5Y | +76.9% | +0.2% | +76.8% | +22.1% |
| All | +215.4% | +31.2% | +184.2% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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