+185.7%
IONQ vs SPOT
+88.6%
+97.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -8.3% |
| 7D | +16.8% | -2.6% | +19.3% | +18.5% |
| 30D | -11.1% | +13.5% | -24.6% | -19.1% |
| 3M | -31.7% | +22.2% | -54.0% | -42.0% |
| 6M | -44.8% | +38.3% | -83.1% | -57.6% |
| YTD | -31.2% | +3.1% | -34.3% | -37.1% |
| 1Y | -39.1% | -7.6% | -31.5% | -39.9% |
| 3Y | +189.5% | +250.0% | -60.6% | +11.7% |
| 5Y | +53.2% | +113.3% | -60.2% | -33.1% |
| All | +185.7% | +88.6% | +97.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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