+202.0%
IONQ vs SPGI
+56.5%
+145.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +24.3% |
| 7D | +8.6% | +0.3% | +8.3% | +7.8% |
| 30D | -21.1% | +18.4% | -39.5% | -33.4% |
| 3M | -17.9% | +15.7% | -33.6% | -30.1% |
| 6M | -37.9% | +17.3% | -55.2% | -50.4% |
| YTD | -27.3% | -4.7% | -22.6% | -28.4% |
| 1Y | -43.2% | +1.8% | -45.0% | -48.8% |
| 3Y | +191.0% | +31.7% | +159.3% | +79.2% |
| 5Y | +69.3% | +12.1% | +57.2% | +27.0% |
| All | +202.0% | +56.5% | +145.6% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling