+150.0%
IONQ vs SMTC
+698.5%
-548.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.4% | -4.5% |
| 7D | -11.5% | +11.0% | -22.5% | -15.9% |
| 30D | -8.1% | -28.5% | +20.4% | +4.9% |
| 3M | -35.8% | -14.2% | -21.6% | -34.5% |
| 6M | -47.7% | -18.0% | -29.7% | -46.2% |
| YTD | -35.6% | +55.5% | -91.1% | -51.5% |
| 1Y | -36.4% | +69.5% | -105.9% | -53.7% |
| 3Y | +150.0% | +699.7% | -549.6% | -24.6% |
| All | +150.0% | +698.5% | -548.5% | -24.6% |
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 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