+185.7%
IONQ vs SPG
+267.7%
-82.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -8.9% |
| 7D | +16.8% | +3.1% | +13.6% | +13.8% |
| 30D | -11.1% | +16.4% | -27.6% | -22.8% |
| 3M | -31.7% | +7.1% | -38.8% | -36.1% |
| 6M | -44.8% | +16.1% | -60.8% | -53.3% |
| YTD | -31.2% | +30.4% | -61.7% | -48.4% |
| 1Y | -39.1% | +33.0% | -72.1% | -55.4% |
| 3Y | +189.5% | +134.6% | +54.8% | +28.7% |
| 5Y | +53.2% | +84.9% | -31.7% | -25.9% |
| All | +185.7% | +267.7% | -82.0% | +23.7% |
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