+224.0%
IONQ vs SM
+429.7%
-205.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | +16.7% | -19.5% | +36.2% | +23.0% |
| 30D | -12.3% | -20.2% | +7.9% | -7.7% |
| 3M | -17.7% | -6.5% | -11.2% | -17.6% |
| 6M | -28.9% | +1.6% | -30.5% | -32.0% |
| YTD | -22.0% | +61.2% | -83.3% | -37.7% |
| 1Y | -36.8% | +65.4% | -102.2% | -50.1% |
| 3Y | +228.2% | -13.0% | +241.3% | +207.0% |
| 5Y | +91.9% | -4.3% | +96.2% | +70.4% |
| All | +224.0% | +429.7% | -205.7% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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