+274.7%
IONQ vs SMTC
+123.0%
+151.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.0% | -7.6% | -2.6% |
| 7D | +7.1% | +22.9% | -15.8% | -3.9% |
| 30D | -8.9% | +16.6% | -25.6% | -17.2% |
| 3M | -35.6% | +2.4% | -38.0% | -38.4% |
| 6M | +13.3% | +98.3% | -85.0% | -23.6% |
| YTD | -9.8% | +120.7% | -130.5% | -43.4% |
| 1Y | -1.3% | +168.3% | -169.6% | -44.4% |
| 3Y | +109.3% | +571.7% | -462.5% | -43.8% |
| 5Y | +304.7% | +114.0% | +190.7% | +158.5% |
| All | +274.7% | +123.0% | +151.8% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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