-36.4%
IONQ vs SM
+84.2%
-120.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | -11.5% | +9.4% | -20.9% | -9.3% |
| 30D | -8.1% | -14.4% | +6.3% | -10.9% |
| 3M | -35.8% | +1.6% | -37.3% | -34.5% |
| 6M | -47.7% | +6.3% | -54.1% | -44.8% |
| YTD | -35.6% | +78.8% | -114.4% | -31.7% |
| 1Y | -36.4% | +83.1% | -119.5% | -32.6% |
| All | -36.4% | +84.2% | -120.6% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling