+37.2%
IONQ vs SIMO
+144.7%
-107.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -14.4% | +3.9% | -4.9% |
| 7D | -16.7% | -31.4% | +14.7% | -3.9% |
| 30D | -38.9% | -45.2% | +6.2% | -23.7% |
| 3M | -33.8% | -36.5% | +2.7% | -24.0% |
| 6M | -44.9% | -34.2% | -10.8% | -38.4% |
| YTD | -41.1% | +69.9% | -111.0% | -60.8% |
| 1Y | -52.3% | +60.4% | -112.7% | -67.2% |
| 3Y | +128.2% | +203.1% | -74.9% | +12.6% |
| 5Y | +37.2% | +145.4% | -108.3% | -24.9% |
| All | +37.2% | +144.7% | -107.5% | -24.9% |
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