+274.7%
IONQ vs SPG
+230.0%
+44.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.3% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | -8.9% | -4.9% | -4.0% | -4.7% |
| 3M | -35.6% | +3.3% | -38.9% | -39.0% |
| 6M | +13.3% | +11.2% | +2.1% | -0.7% |
| YTD | -9.8% | +17.1% | -26.9% | -25.2% |
| 1Y | -1.3% | +21.6% | -22.9% | -22.2% |
| 3Y | +109.3% | +111.9% | -2.6% | +2.3% |
| 5Y | +304.7% | +106.9% | +197.8% | +108.8% |
| All | +274.7% | +230.0% | +44.7% | +79.4% |
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