+253.1%
IONQ vs SITM
+413.9%
-160.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.2% | -5.1% |
| 7D | +1.3% | +3.7% | -2.4% | -0.5% |
| 30D | -10.3% | -14.5% | +4.2% | -3.8% |
| 3M | -32.7% | -10.6% | -22.2% | -31.0% |
| 6M | +6.3% | +65.5% | -59.2% | -21.6% |
| YTD | -15.0% | +67.0% | -82.0% | -41.0% |
| 1Y | -13.3% | +138.6% | -151.9% | -50.5% |
| 3Y | +97.2% | +421.8% | -324.6% | -29.4% |
| 5Y | +278.7% | +172.4% | +106.3% | +66.0% |
| All | +253.1% | +413.9% | -160.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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