+45.7%
IONQ vs SPMO
+114.1%
-68.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -3.3% |
| 7D | -11.5% | +6.3% | -17.8% | -22.0% |
| 30D | -8.1% | -8.9% | +0.8% | +10.9% |
| 3M | -35.8% | -13.2% | -22.6% | -13.7% |
| 6M | -47.7% | -9.3% | -38.5% | -36.2% |
| YTD | -35.6% | +11.6% | -47.2% | -48.4% |
| 1Y | -36.4% | +13.4% | -49.8% | -50.1% |
| 3Y | +150.0% | +122.9% | +27.2% | -41.0% |
| All | +45.7% | +114.1% | -68.3% | -56.9% |
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