+215.4%
IONQ vs SIMO
+325.6%
-110.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.7% | -11.3% | -6.0% |
| 7D | +15.3% | +0.9% | +14.4% | +14.9% |
| 30D | -6.1% | -25.4% | +19.3% | +4.0% |
| 3M | -21.6% | -17.8% | -3.8% | -18.1% |
| 6M | -40.1% | -29.6% | -10.6% | -35.0% |
| YTD | -24.1% | +100.3% | -124.4% | -51.3% |
| 1Y | -37.4% | +100.4% | -137.8% | -59.7% |
| 3Y | +219.5% | +246.1% | -26.6% | +57.6% |
| 5Y | +76.9% | +189.8% | -112.9% | -10.2% |
| All | +215.4% | +325.6% | -110.2% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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