+52.8%
IONQ vs SO
+75.0%
-22.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.1% | +24.5% | +23.3% |
| 7D | +8.6% | -1.5% | +10.1% | +8.4% |
| 30D | -21.1% | +8.1% | -29.2% | -20.3% |
| 3M | -17.9% | +0.2% | -18.1% | -17.6% |
| 6M | -37.9% | +0.4% | -38.3% | -37.8% |
| YTD | -27.3% | +8.5% | -35.8% | -27.0% |
| 1Y | -43.2% | +4.9% | -48.1% | -42.9% |
| 3Y | +191.0% | +47.9% | +143.1% | +173.1% |
| All | +52.8% | +75.0% | -22.2% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling