+304.7%
IONQ vs SPMO
+149.9%
+154.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +1.4% |
| 7D | +7.1% | +3.4% | +3.7% | +0.1% |
| 30D | -8.9% | +0.5% | -9.4% | -9.3% |
| 3M | -35.6% | +1.9% | -37.5% | -38.8% |
| 6M | +13.3% | +27.8% | -14.5% | -31.8% |
| YTD | -9.8% | +26.7% | -36.5% | -44.4% |
| 1Y | -1.3% | +28.9% | -30.2% | -39.8% |
| 3Y | +109.3% | +160.7% | -51.4% | -64.6% |
| 5Y | +304.7% | +150.2% | +154.5% | -15.8% |
| All | +304.7% | +149.9% | +154.8% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling