+125.0%
IONQ vs SMR
-49.5%
+174.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +16.2% | +7.2% | +17.2% |
| 7D | +8.6% | -9.6% | +18.2% | +13.4% |
| 30D | -21.1% | -33.8% | +12.7% | -7.1% |
| 3M | -17.9% | -46.4% | +28.5% | +3.0% |
| 6M | -37.9% | -62.4% | +24.5% | -11.2% |
| YTD | -27.3% | -64.1% | +36.8% | +5.1% |
| 1Y | -43.2% | -84.3% | +41.1% | +6.7% |
| 3Y | +191.0% | +55.8% | +135.2% | +152.3% |
| All | +125.0% | -49.5% | +174.4% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling