+167.4%
IONQ vs SHOP
+29.3%
+138.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | -1.2% | -10.2% | -10.8% |
| 30D | -8.1% | -14.7% | +6.6% | +0.7% |
| 3M | -35.8% | -7.2% | -28.6% | -34.0% |
| 6M | -47.7% | +54.2% | -101.9% | -62.0% |
| YTD | -35.6% | -8.6% | -27.0% | -37.9% |
| 1Y | -36.4% | +0.5% | -36.9% | -42.3% |
| 3Y | +150.0% | +135.9% | +14.1% | +22.9% |
| 5Y | +43.3% | -11.9% | +55.2% | +4.5% |
| All | +167.4% | +29.3% | +138.2% | +70.5% |
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