+202.0%
IONQ vs SO
+86.2%
+115.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.1% | +24.5% | +23.2% |
| 7D | +8.6% | -1.5% | +10.1% | +8.4% |
| 30D | -21.1% | +8.1% | -29.2% | -20.1% |
| 3M | -17.9% | +0.2% | -18.1% | -17.6% |
| 6M | -37.9% | +0.4% | -38.3% | -37.7% |
| YTD | -27.3% | +8.5% | -35.8% | -26.7% |
| 1Y | -43.2% | +4.9% | -48.1% | -42.7% |
| 3Y | +191.0% | +47.9% | +143.1% | +183.1% |
| 5Y | +69.3% | +75.7% | -6.4% | +82.0% |
| All | +202.0% | +86.2% | +115.8% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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