+202.0%
IONQ vs SHOP
+30.9%
+171.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.6% | +19.8% | +21.4% |
| 7D | +8.6% | -5.4% | +14.0% | +11.7% |
| 30D | -21.1% | -10.3% | -10.8% | -16.3% |
| 3M | -17.9% | +1.0% | -18.9% | -19.8% |
| 6M | -37.9% | +41.2% | -79.2% | -53.1% |
| YTD | -27.3% | -7.5% | -19.8% | -30.5% |
| 1Y | -43.2% | -4.6% | -38.6% | -46.9% |
| 3Y | +191.0% | +146.4% | +44.6% | +39.1% |
| 5Y | +69.3% | -2.5% | +71.8% | +18.8% |
| All | +202.0% | +30.9% | +171.2% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling