+294.8%
IONQ vs SIMO
+269.6%
+25.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | -2.2% |
| 7D | +0.8% | +4.2% | -3.4% | -1.0% |
| 30D | -1.0% | +4.1% | -5.1% | -3.8% |
| 3M | -39.8% | -12.9% | -26.9% | -38.0% |
| 6M | +6.4% | +110.3% | -103.9% | -27.9% |
| YTD | -11.9% | +178.6% | -190.5% | -50.8% |
| 1Y | -6.2% | +220.0% | -226.1% | -51.2% |
| 3Y | +125.7% | +409.0% | -283.3% | -8.0% |
| All | +294.8% | +269.6% | +25.2% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling