+108.3%
IONQ vs SPOT
+247.6%
-139.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.4% | +2.9% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | -1.0% | +12.5% | -13.5% | -8.3% |
| 3M | -39.8% | +9.9% | -49.7% | -44.1% |
| 6M | +6.4% | +1.6% | +4.9% | +2.4% |
| YTD | -11.9% | -6.6% | -5.3% | -11.8% |
| 1Y | -6.2% | -22.9% | +16.8% | +5.0% |
| All | +108.3% | +247.6% | -139.3% | +62.1% |
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