+91.9%
IONQ vs SLV
+100.8%
-8.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | +0.7% |
| 7D | +16.7% | +3.7% | +13.0% | +14.6% |
| 30D | -12.3% | -15.2% | +2.9% | -4.8% |
| 3M | -17.7% | -21.8% | +4.0% | -7.4% |
| 6M | -28.9% | -36.3% | +7.4% | -11.8% |
| YTD | -22.0% | -27.8% | +5.8% | -13.5% |
| 1Y | -36.8% | +1.5% | -38.3% | -42.6% |
| 3Y | +228.2% | +128.5% | +99.7% | +74.3% |
| 5Y | +91.9% | +103.2% | -11.3% | +31.0% |
| All | +91.9% | +100.8% | -8.8% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling