+265.9%
IONQ vs SMTC
+102.8%
+163.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -3.4% |
| 7D | +0.8% | +12.7% | -11.9% | -5.3% |
| 30D | -1.0% | +22.0% | -23.0% | -12.2% |
| 3M | -39.8% | -12.7% | -27.1% | -37.2% |
| 6M | +6.4% | +64.8% | -58.3% | -21.1% |
| YTD | -11.9% | +100.7% | -112.6% | -41.8% |
| 1Y | -6.2% | +146.9% | -153.0% | -44.8% |
| 3Y | +125.7% | +456.8% | -331.1% | -32.3% |
| 5Y | +296.0% | +89.2% | +206.8% | +168.8% |
| All | +265.9% | +102.8% | +163.2% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling