+202.0%
IONQ vs SIMO
+276.0%
-73.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.2% | +19.3% | +21.8% |
| 7D | +8.6% | -22.0% | +30.6% | +19.4% |
| 30D | -21.1% | -43.0% | +22.0% | -3.0% |
| 3M | -17.9% | -39.1% | +21.3% | -3.8% |
| 6M | -37.9% | -33.3% | -4.7% | -30.9% |
| YTD | -27.3% | +77.0% | -104.3% | -51.0% |
| 1Y | -43.2% | +73.0% | -116.2% | -61.2% |
| 3Y | +191.0% | +215.7% | -24.7% | +49.1% |
| 5Y | +69.3% | +155.6% | -86.4% | -9.5% |
| All | +202.0% | +276.0% | -73.9% | +36.1% |
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