+215.4%
IONQ vs SPOT
+91.9%
+123.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.9% |
| 7D | +15.3% | -3.0% | +18.3% | +17.4% |
| 30D | -6.1% | +15.2% | -21.3% | -15.3% |
| 3M | -21.6% | +21.6% | -43.2% | -33.2% |
| 6M | -40.1% | +45.2% | -85.3% | -55.5% |
| YTD | -24.1% | +4.9% | -29.0% | -31.4% |
| 1Y | -37.4% | -4.8% | -32.7% | -39.5% |
| 3Y | +219.5% | +256.3% | -36.7% | +21.8% |
| 5Y | +76.9% | +120.2% | -43.2% | -24.0% |
| All | +215.4% | +91.9% | +123.5% | +41.5% |
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