+179.1%
IONQ vs SMR
+11.2%
+167.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.3% | -12.9% | -3.2% |
| 7D | +7.1% | +21.4% | -14.3% | -0.7% |
| 30D | -8.9% | +13.8% | -22.8% | -13.7% |
| 3M | -35.6% | +3.9% | -39.5% | -36.8% |
| 6M | +13.3% | -4.2% | +17.5% | +14.5% |
| YTD | -9.8% | -21.1% | +11.3% | -2.7% |
| 1Y | -1.3% | -67.1% | +65.8% | +36.9% |
| 3Y | +109.3% | +88.9% | +20.4% | +56.8% |
| All | +179.1% | +11.2% | +167.9% | +92.8% |
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