+227.2%
IONQ vs SIMO
+297.3%
-70.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.7% | +2.7% | +6.1% |
| 7D | +25.5% | -8.5% | +33.9% | +29.9% |
| 30D | -11.4% | -34.8% | +23.4% | +3.7% |
| 3M | -20.5% | -32.8% | +12.4% | -10.1% |
| 6M | -28.2% | -32.0% | +3.8% | -20.7% |
| YTD | -21.2% | +87.0% | -108.3% | -48.0% |
| 1Y | -40.4% | +86.1% | -126.5% | -60.4% |
| 3Y | +214.7% | +226.4% | -11.7% | +59.2% |
| 5Y | +56.9% | +172.1% | -115.3% | -18.0% |
| All | +227.2% | +297.3% | -70.1% | +44.5% |
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