+194.9%
IONQ vs SPG
+137.4%
+57.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +15.3% | +2.7% | +12.6% | +12.6% |
| 30D | -6.1% | +16.6% | -22.6% | -19.7% |
| 3M | -21.6% | +8.1% | -29.7% | -27.8% |
| 6M | -40.1% | +19.3% | -59.5% | -52.5% |
| YTD | -24.1% | +31.1% | -55.2% | -46.8% |
| 1Y | -37.4% | +32.8% | -70.2% | -57.0% |
| All | +194.9% | +137.4% | +57.5% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling