+224.0%
IONQ vs SO
+88.9%
+135.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +16.7% | -0.1% | +16.8% | +16.7% |
| 30D | -12.3% | +8.7% | -21.0% | -11.1% |
| 3M | -17.7% | +3.4% | -21.1% | -17.1% |
| 6M | -28.9% | +3.7% | -32.6% | -28.4% |
| YTD | -22.0% | +10.0% | -32.1% | -21.2% |
| 1Y | -36.8% | +6.6% | -43.4% | -36.2% |
| 3Y | +228.2% | +52.5% | +175.7% | +219.4% |
| 5Y | +91.9% | +76.1% | +15.9% | +105.9% |
| All | +224.0% | +88.9% | +135.1% | +266.5% |
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