+150.0%
IONQ vs SLV
+118.7%
+31.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.4% |
| 7D | -11.5% | -5.8% | -5.6% | -8.9% |
| 30D | -8.1% | -12.1% | +4.0% | -2.5% |
| 3M | -35.8% | -24.1% | -11.7% | -27.4% |
| 6M | -47.7% | -44.4% | -3.4% | -33.5% |
| YTD | -35.6% | -31.5% | -4.1% | -25.5% |
| 1Y | -36.4% | -6.9% | -29.4% | -35.4% |
| 3Y | +150.0% | +116.0% | +34.0% | +67.9% |
| All | +150.0% | +118.7% | +31.4% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling