+271.4%
IONQ vs SOUN
-58.7%
+330.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.9% | -1.5% | -7.4% |
| 7D | +16.8% | -15.5% | +32.3% | +21.7% |
| 30D | -11.1% | -26.2% | +15.1% | -3.8% |
| 3M | -31.7% | -51.4% | +19.6% | -17.7% |
| 6M | -44.8% | -55.3% | +10.6% | -31.8% |
| YTD | -31.2% | -63.9% | +32.7% | -10.7% |
| 1Y | -39.1% | -72.8% | +33.7% | -15.2% |
| 3Y | +189.5% | +101.1% | +88.4% | +186.4% |
| All | +271.4% | -58.7% | +330.1% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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