+253.1%
IONQ vs SONY
+18.7%
+234.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.4% |
| 7D | +1.3% | -4.9% | +6.2% | +6.0% |
| 30D | -10.3% | -1.6% | -8.7% | -9.8% |
| 3M | -32.7% | +10.0% | -42.7% | -40.5% |
| 6M | +6.3% | +8.4% | -2.1% | -4.5% |
| YTD | -15.0% | -8.4% | -6.6% | -9.2% |
| 1Y | -13.3% | -18.4% | +5.0% | +3.0% |
| 3Y | +97.2% | +41.0% | +56.2% | +29.4% |
| 5Y | +278.7% | +9.3% | +269.5% | +243.1% |
| All | +253.1% | +18.7% | +234.5% | +212.0% |
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