+52.8%
IONQ vs SM
-11.5%
+64.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.0% | +22.4% | +23.1% |
| 7D | +8.6% | -25.9% | +34.5% | +19.8% |
| 30D | -21.1% | -15.1% | -6.0% | -17.5% |
| 3M | -17.9% | +4.9% | -22.7% | -21.5% |
| 6M | -37.9% | +6.1% | -44.1% | -42.8% |
| YTD | -27.3% | +63.4% | -90.7% | -47.6% |
| 1Y | -43.2% | +72.5% | -115.7% | -60.4% |
| 3Y | +191.0% | -16.9% | +207.9% | +165.9% |
| All | +52.8% | -11.5% | +64.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling