+144.7%
IONQ vs SPG
+256.6%
-111.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.9% | -9.7% | -9.8% |
| 7D | -16.7% | +5.0% | -21.7% | -20.5% |
| 30D | -38.9% | +12.3% | -51.2% | -45.4% |
| 3M | -33.8% | +1.9% | -35.7% | -35.2% |
| 6M | -44.9% | +14.4% | -59.4% | -53.0% |
| YTD | -41.1% | +26.5% | -67.6% | -54.7% |
| 1Y | -52.3% | +30.7% | -83.0% | -64.6% |
| 3Y | +128.2% | +122.6% | +5.6% | +5.9% |
| 5Y | +37.2% | +73.3% | -36.2% | -31.4% |
| All | +144.7% | +256.6% | -111.9% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling