+202.0%
IONQ vs SPG
+259.6%
-57.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.8% | +22.6% | +22.7% |
| 7D | +8.6% | +4.9% | +3.7% | +3.9% |
| 30D | -21.1% | +15.6% | -36.7% | -31.2% |
| 3M | -17.9% | +4.1% | -22.0% | -21.1% |
| 6M | -37.9% | +13.6% | -51.5% | -46.5% |
| YTD | -27.3% | +27.5% | -54.8% | -44.5% |
| 1Y | -43.2% | +32.2% | -75.4% | -58.2% |
| 3Y | +191.0% | +126.0% | +65.0% | +33.4% |
| 5Y | +69.3% | +74.7% | -5.5% | -15.9% |
| All | +202.0% | +259.6% | -57.5% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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