+227.2%
IONQ vs SMTC
+59.7%
+167.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.8% | -4.5% | +1.9% |
| 7D | +25.5% | -4.8% | +30.3% | +28.1% |
| 30D | -11.4% | -37.8% | +26.4% | +10.3% |
| 3M | -20.5% | -16.5% | -4.0% | -17.5% |
| 6M | -28.2% | -4.4% | -23.8% | -31.3% |
| YTD | -21.2% | +58.0% | -79.3% | -43.6% |
| 1Y | -40.4% | +62.0% | -102.4% | -57.7% |
| 3Y | +214.7% | +745.7% | -531.0% | -29.5% |
| 5Y | +56.9% | +29.0% | +27.8% | +22.6% |
| All | +227.2% | +59.7% | +167.6% | +138.6% |
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