+224.0%
IONQ vs SONY
+35.2%
+188.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | +0.2% |
| 7D | +16.7% | +5.2% | +11.5% | +9.7% |
| 30D | -12.3% | +10.7% | -23.0% | -21.9% |
| 3M | -17.7% | +12.1% | -29.9% | -28.5% |
| 6M | -28.9% | +32.6% | -61.5% | -49.1% |
| YTD | -22.0% | +4.3% | -26.4% | -28.0% |
| 1Y | -36.8% | -4.5% | -32.3% | -36.6% |
| 3Y | +228.2% | +56.9% | +171.3% | +92.1% |
| 5Y | +91.9% | +12.5% | +79.5% | +55.2% |
| All | +224.0% | +35.2% | +188.7% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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