+167.4%
IONQ vs SPOT
+93.0%
+74.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -7.9% |
| 7D | -11.5% | +1.6% | -13.1% | -12.3% |
| 30D | -8.1% | +16.9% | -25.0% | -17.9% |
| 3M | -35.8% | +23.0% | -58.8% | -45.6% |
| 6M | -47.7% | +42.2% | -89.9% | -60.6% |
| YTD | -35.6% | +5.5% | -41.1% | -42.0% |
| 1Y | -36.4% | -5.1% | -31.3% | -38.3% |
| 3Y | +150.0% | +257.9% | -107.9% | -4.9% |
| 5Y | +43.3% | +118.4% | -75.0% | -38.4% |
| All | +167.4% | +93.0% | +74.4% | +19.5% |
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