+227.2%
IONQ vs SLV
+88.5%
+138.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +7.1% |
| 7D | +25.5% | +5.6% | +19.8% | +22.3% |
| 30D | -11.4% | -12.1% | +0.7% | -5.9% |
| 3M | -20.5% | -16.3% | -4.2% | -13.9% |
| 6M | -28.2% | -34.1% | +5.8% | -13.7% |
| YTD | -21.2% | -25.3% | +4.0% | -13.8% |
| 1Y | -40.4% | +9.6% | -50.0% | -45.9% |
| 3Y | +214.7% | +132.7% | +82.0% | +93.1% |
| 5Y | +56.9% | +113.7% | -56.8% | -5.4% |
| All | +227.2% | +88.5% | +138.7% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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