+227.2%
IONQ vs SPOT
+91.9%
+135.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +7.7% |
| 7D | +25.5% | +2.5% | +22.9% | +23.3% |
| 30D | -11.4% | +15.1% | -26.5% | -20.1% |
| 3M | -20.5% | +24.8% | -45.2% | -33.6% |
| 6M | -28.2% | +45.8% | -74.0% | -46.8% |
| YTD | -21.2% | +4.9% | -26.1% | -28.8% |
| 1Y | -40.4% | -1.3% | -39.1% | -43.8% |
| 3Y | +214.7% | +257.7% | -43.0% | +19.7% |
| 5Y | +56.9% | +118.5% | -61.7% | -32.3% |
| All | +227.2% | +91.9% | +135.3% | +46.8% |
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