+224.0%
IONQ vs SPG
+269.1%
-45.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.6% |
| 7D | +16.7% | +5.6% | +11.1% | +11.3% |
| 30D | -12.3% | +17.6% | -29.9% | -24.6% |
| 3M | -17.7% | +7.5% | -25.2% | -23.2% |
| 6M | -28.9% | +18.5% | -47.5% | -41.3% |
| YTD | -22.0% | +30.9% | -52.9% | -41.8% |
| 1Y | -36.8% | +34.1% | -70.9% | -54.1% |
| 3Y | +228.2% | +135.5% | +92.7% | +45.3% |
| 5Y | +91.9% | +86.5% | +5.4% | -7.6% |
| All | +224.0% | +269.1% | -45.1% | +39.7% |
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