+202.0%
IONQ vs SPOT
+90.0%
+112.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.9% | +25.3% | +24.6% |
| 7D | +8.6% | +1.6% | +7.0% | +7.3% |
| 30D | -21.1% | +17.6% | -38.7% | -29.9% |
| 3M | -17.9% | +26.9% | -44.8% | -32.1% |
| 6M | -37.9% | +41.8% | -79.8% | -53.3% |
| YTD | -27.3% | +3.8% | -31.1% | -33.9% |
| 1Y | -43.2% | -2.5% | -40.7% | -46.1% |
| 3Y | +191.0% | +260.6% | -69.6% | +9.8% |
| 5Y | +69.3% | +108.6% | -39.3% | -25.7% |
| All | +202.0% | +90.0% | +112.1% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling