+69.5%
IONQ vs SN
+659.6%
-590.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.7% | +20.7% | +22.1% |
| 7D | +8.6% | +7.2% | +1.4% | +4.9% |
| 30D | -21.1% | +20.4% | -41.5% | -28.2% |
| 3M | -17.9% | +23.9% | -41.8% | -26.6% |
| 6M | -37.9% | +93.0% | -131.0% | -56.9% |
| YTD | -27.3% | +99.2% | -126.5% | -50.8% |
| 1Y | -43.2% | +142.6% | -185.8% | -65.7% |
| 3Y | +191.0% | +398.8% | -207.8% | +48.3% |
| All | +69.5% | +659.6% | -590.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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