+108.3%
IONQ vs SMTC
+463.0%
-354.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -2.8% |
| 7D | +0.8% | +12.7% | -11.9% | -4.6% |
| 30D | -1.0% | +22.0% | -23.0% | -10.9% |
| 3M | -39.8% | -12.7% | -27.1% | -37.4% |
| 6M | +6.4% | +64.8% | -58.3% | -17.0% |
| YTD | -11.9% | +100.7% | -112.6% | -37.7% |
| 1Y | -6.2% | +146.9% | -153.0% | -39.5% |
| All | +108.3% | +463.0% | -354.6% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling