+99.2%
IONQ vs SMR
-53.6%
+152.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -5.1% |
| 7D | -11.5% | -8.3% | -3.2% | -8.3% |
| 30D | -8.1% | -20.1% | +12.0% | +1.0% |
| 3M | -35.8% | -52.7% | +16.9% | -15.3% |
| 6M | -47.7% | -61.0% | +13.3% | -25.9% |
| YTD | -35.6% | -67.1% | +31.5% | -3.5% |
| 1Y | -36.4% | -79.9% | +43.5% | +11.6% |
| 3Y | +150.0% | +101.7% | +48.3% | +111.4% |
| All | +99.2% | -53.6% | +152.8% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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