+227.2%
IONQ vs SITM
+298.2%
-71.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.6% | -1.3% | +3.8% |
| 7D | +25.5% | +9.4% | +16.1% | +20.9% |
| 30D | -11.4% | -25.4% | +14.0% | +1.8% |
| 3M | -20.5% | -37.0% | +16.5% | -2.4% |
| 6M | -28.2% | -45.1% | +16.9% | -7.8% |
| YTD | -21.2% | +29.4% | -50.6% | -38.9% |
| 1Y | -40.4% | +39.8% | -80.2% | -55.6% |
| 3Y | +214.7% | +328.2% | -113.5% | +22.5% |
| 5Y | +56.9% | +87.4% | -30.5% | -21.7% |
| All | +227.2% | +298.2% | -71.0% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling