+185.7%
IONQ vs SPGI
+56.7%
+129.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.4% | -8.0% | -8.1% |
| 7D | +16.8% | -0.8% | +17.6% | +17.6% |
| 30D | -11.1% | +14.3% | -25.4% | -22.1% |
| 3M | -31.7% | +14.5% | -46.2% | -41.2% |
| 6M | -44.8% | +17.3% | -62.0% | -55.6% |
| YTD | -31.2% | -4.6% | -26.6% | -32.2% |
| 1Y | -39.1% | +0.8% | -39.9% | -44.4% |
| 3Y | +189.5% | +28.8% | +160.7% | +84.5% |
| 5Y | +53.2% | +14.0% | +39.2% | +13.5% |
| All | +185.7% | +56.7% | +129.0% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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