+167.2%
IONQ vs SPMO
+128.1%
+39.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.4% | -9.4% |
| 7D | +16.8% | +9.8% | +7.0% | -3.5% |
| 30D | -11.1% | -9.2% | -2.0% | +8.6% |
| 3M | -31.7% | -11.0% | -20.8% | -12.6% |
| 6M | -44.8% | -6.6% | -38.1% | -36.8% |
| YTD | -31.2% | +13.3% | -44.6% | -48.2% |
| 1Y | -39.1% | +12.7% | -51.8% | -52.8% |
| All | +167.2% | +128.1% | +39.1% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling