+268.4%
IONQ vs SNY
+9.1%
+259.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -5.6% | -3.6% | -2.0% | -5.0% |
| 30D | -15.2% | -1.9% | -13.3% | -14.9% |
| 3M | -34.9% | -2.0% | -33.0% | -34.9% |
| 6M | +4.9% | +2.5% | +2.4% | +3.9% |
| YTD | -17.9% | -7.0% | -10.9% | -17.1% |
| 1Y | -16.0% | -4.4% | -11.6% | -15.9% |
| 3Y | +90.5% | -8.4% | +98.9% | +90.1% |
| 5Y | +268.4% | +9.5% | +258.9% | +231.8% |
| All | +268.4% | +9.1% | +259.3% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling