+227.2%
IONQ vs SPG
+266.8%
-39.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +6.5% |
| 7D | +25.5% | +5.1% | +20.4% | +20.2% |
| 30D | -11.4% | +16.8% | -28.3% | -23.4% |
| 3M | -20.5% | +5.7% | -26.1% | -24.6% |
| 6M | -28.2% | +17.8% | -46.0% | -40.3% |
| YTD | -21.2% | +30.1% | -51.3% | -40.8% |
| 1Y | -40.4% | +32.8% | -73.2% | -56.2% |
| 3Y | +214.7% | +137.2% | +77.5% | +38.4% |
| 5Y | +56.9% | +81.5% | -24.6% | -23.6% |
| All | +227.2% | +266.8% | -39.6% | +42.0% |
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