+143.7%
IONQ vs SMR
-45.9%
+189.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.1% | +1.3% | +5.6% |
| 7D | +25.5% | +1.7% | +23.8% | +25.3% |
| 30D | -11.4% | -24.4% | +13.0% | -0.7% |
| 3M | -20.5% | -44.6% | +24.1% | -1.5% |
| 6M | -28.2% | -56.7% | +28.4% | -2.5% |
| YTD | -21.2% | -61.6% | +40.4% | +11.1% |
| 1Y | -40.4% | -82.1% | +41.7% | +7.2% |
| 3Y | +214.7% | +161.5% | +53.2% | +144.5% |
| All | +143.7% | -45.9% | +189.6% | +120.1% |
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