+150.0%
IONQ vs SPOT
+260.4%
-110.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -7.6% |
| 7D | -11.5% | +1.6% | -13.1% | -12.1% |
| 30D | -8.1% | +16.9% | -25.0% | -16.2% |
| 3M | -35.8% | +23.0% | -58.8% | -44.1% |
| 6M | -47.7% | +42.2% | -89.9% | -59.1% |
| YTD | -35.6% | +5.5% | -41.1% | -40.4% |
| 1Y | -36.4% | -5.1% | -31.3% | -36.9% |
| 3Y | +150.0% | +257.9% | -107.9% | +82.1% |
| All | +150.0% | +260.4% | -110.3% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling