-38.5%
IONQ vs SOLS
+17.1%
-55.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.7% |
| 7D | -5.6% | +0.3% | -5.9% | -5.6% |
| 30D | -15.2% | +0.9% | -16.1% | -15.3% |
| 3M | -34.9% | -20.7% | -14.3% | -31.7% |
| 6M | +4.9% | -17.7% | +22.6% | +9.6% |
| YTD | -17.9% | +27.1% | -45.0% | -14.9% |
| All | -38.5% | +17.1% | -55.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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