+265.9%
IONQ vs SITM
+433.3%
-167.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.3% | -1.8% |
| 7D | +0.8% | +9.7% | -8.9% | -3.5% |
| 30D | -1.0% | +12.7% | -13.7% | -8.4% |
| 3M | -39.8% | -13.4% | -26.4% | -37.0% |
| 6M | +6.4% | +59.6% | -53.2% | -20.5% |
| YTD | -11.9% | +73.3% | -85.2% | -39.9% |
| 1Y | -6.2% | +165.5% | -171.7% | -49.2% |
| 3Y | +125.7% | +368.7% | -243.0% | -15.3% |
| 5Y | +296.0% | +172.5% | +123.5% | +71.2% |
| All | +265.9% | +433.3% | -167.3% | +39.7% |
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