+126.0%
IONQ vs SITM
+395.0%
-269.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.3% | -1.9% |
| 7D | +0.8% | +9.7% | -8.9% | -3.7% |
| 30D | -1.0% | +12.7% | -13.7% | -8.6% |
| 3M | -39.8% | -13.4% | -26.4% | -36.9% |
| 6M | +6.4% | +59.6% | -53.2% | -21.8% |
| YTD | -11.9% | +73.3% | -85.2% | -41.5% |
| 1Y | -6.2% | +165.5% | -171.7% | -52.4% |
| All | +126.0% | +395.0% | -269.1% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling