-44.8%
IONQ vs SPOT
+41.6%
-86.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -9.5% |
| 7D | +16.8% | -2.6% | +19.3% | +16.6% |
| 30D | -11.1% | +13.5% | -24.6% | -11.0% |
| 3M | -31.7% | +22.2% | -54.0% | -33.0% |
| 6M | -44.8% | +38.3% | -83.1% | -51.1% |
| All | -44.8% | +41.6% | -86.4% | -51.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling