+227.2%
IONQ vs SO
+88.7%
+138.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +8.6% |
| 7D | +25.5% | -1.1% | +26.6% | +25.3% |
| 30D | -11.4% | +8.6% | -20.0% | -10.2% |
| 3M | -20.5% | +1.8% | -22.2% | -20.0% |
| 6M | -28.2% | +3.6% | -31.8% | -27.7% |
| YTD | -21.2% | +9.9% | -31.2% | -20.4% |
| 1Y | -40.4% | +5.7% | -46.1% | -39.8% |
| 3Y | +214.7% | +52.5% | +162.2% | +206.1% |
| 5Y | +56.9% | +77.3% | -20.5% | +68.8% |
| All | +227.2% | +88.7% | +138.5% | +270.1% |
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