+202.0%
IONQ vs SLV
+83.5%
+118.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.5% |
| 7D | +8.6% | +5.1% | +3.5% | +5.9% |
| 30D | -21.1% | -12.9% | -8.2% | -15.9% |
| 3M | -17.9% | -16.1% | -1.8% | -11.1% |
| 6M | -37.9% | -33.2% | -4.8% | -25.8% |
| YTD | -27.3% | -27.2% | -0.1% | -19.5% |
| 1Y | -43.2% | +7.6% | -50.8% | -48.1% |
| 3Y | +191.0% | +122.3% | +68.6% | +82.1% |
| 5Y | +69.3% | +109.7% | -40.4% | +3.2% |
| All | +202.0% | +83.5% | +118.5% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling