+265.9%
IONQ vs SIMO
+491.8%
-225.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | -2.0% |
| 7D | +0.8% | +4.2% | -3.4% | -1.0% |
| 30D | -1.0% | +4.1% | -5.1% | -3.7% |
| 3M | -39.8% | -12.9% | -26.9% | -38.1% |
| 6M | +6.4% | +110.3% | -103.9% | -26.4% |
| YTD | -11.9% | +178.6% | -190.5% | -49.0% |
| 1Y | -6.2% | +220.0% | -226.1% | -49.0% |
| 3Y | +125.7% | +409.0% | -283.3% | -1.2% |
| 5Y | +296.0% | +277.3% | +18.7% | +84.8% |
| All | +265.9% | +491.8% | -225.9% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling