+253.1%
IONQ vs SPMO
+200.4%
+52.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.5% |
| 7D | +1.3% | +2.7% | -1.4% | -3.7% |
| 30D | -10.3% | +1.1% | -11.4% | -11.6% |
| 3M | -32.7% | +2.0% | -34.8% | -35.9% |
| 6M | +6.3% | +26.5% | -20.2% | -32.2% |
| YTD | -15.0% | +26.5% | -41.5% | -45.5% |
| 1Y | -13.3% | +27.9% | -41.3% | -44.4% |
| 3Y | +97.2% | +160.4% | -63.2% | -60.3% |
| 5Y | +278.7% | +151.5% | +127.3% | -14.5% |
| All | +253.1% | +200.4% | +52.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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