+274.7%
IONQ vs SPXS
-92.6%
+367.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +3.9% |
| 7D | +7.1% | -1.5% | +8.7% | +5.7% |
| 30D | -8.9% | +3.7% | -12.6% | -5.3% |
| 3M | -35.6% | -9.6% | -26.0% | -38.7% |
| 6M | +13.3% | -32.4% | +45.7% | -10.8% |
| YTD | -9.8% | -28.7% | +18.9% | -24.2% |
| 1Y | -1.3% | -38.1% | +36.8% | -23.7% |
| 3Y | +109.3% | -80.1% | +189.4% | -6.1% |
| 5Y | +304.7% | -85.9% | +390.6% | +135.8% |
| All | +274.7% | -92.6% | +367.3% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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