+202.0%
IONQ vs SONY
+36.7%
+165.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +25.2% |
| 7D | +8.6% | +6.7% | +1.9% | +0.7% |
| 30D | -21.1% | +14.8% | -35.9% | -32.2% |
| 3M | -17.9% | +16.9% | -34.8% | -31.3% |
| 6M | -37.9% | +30.2% | -68.2% | -54.5% |
| YTD | -27.3% | +5.5% | -32.8% | -33.5% |
| 1Y | -43.2% | -4.6% | -38.6% | -43.0% |
| 3Y | +191.0% | +57.2% | +133.8% | +68.7% |
| 5Y | +69.3% | +12.1% | +57.2% | +36.3% |
| All | +202.0% | +36.7% | +165.3% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling