+191.0%
IONQ vs SM
-20.0%
+211.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.0% | +22.4% | +23.2% |
| 7D | +8.6% | -25.9% | +34.5% | +15.9% |
| 30D | -21.1% | -15.1% | -6.0% | -18.8% |
| 3M | -17.9% | +4.9% | -22.7% | -20.7% |
| 6M | -37.9% | +6.1% | -44.1% | -41.8% |
| YTD | -27.3% | +63.4% | -90.7% | -46.6% |
| 1Y | -43.2% | +72.5% | -115.7% | -59.7% |
| 3Y | +191.0% | -16.9% | +207.9% | +139.3% |
| All | +191.0% | -20.0% | +211.0% | +139.3% |
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