+108.3%
IONQ vs SM
-7.7%
+116.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -1.0% | +26.3% | -27.3% | -7.2% |
| 3M | -39.8% | +8.7% | -48.5% | -41.7% |
| 6M | +6.4% | +51.7% | -45.2% | -12.4% |
| YTD | -11.9% | +99.0% | -111.0% | -37.0% |
| 1Y | -6.2% | +34.6% | -40.7% | -19.8% |
| All | +108.3% | -7.7% | +116.1% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling