+60.3%
IONQ vs SN
+650.0%
-589.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.4% | -7.9% |
| 7D | +16.8% | +1.4% | +15.4% | +16.5% |
| 30D | -11.1% | +16.6% | -27.7% | -17.6% |
| 3M | -31.7% | +18.3% | -50.0% | -37.5% |
| 6M | -44.8% | +103.1% | -147.8% | -62.5% |
| YTD | -31.2% | +96.7% | -128.0% | -53.1% |
| 1Y | -39.1% | +134.3% | -173.5% | -62.4% |
| 3Y | +189.5% | +425.2% | -235.7% | +48.1% |
| All | +60.3% | +650.0% | -589.7% | -18.9% |
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