-13.3%
IONQ vs SPXS
-37.2%
+23.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -4.0% |
| 7D | +1.3% | +1.2% | +0.1% | +3.0% |
| 30D | -10.3% | +5.2% | -15.5% | -3.9% |
| 3M | -32.7% | -9.2% | -23.6% | -37.0% |
| 6M | +6.3% | -29.6% | +35.9% | -17.1% |
| YTD | -15.0% | -27.6% | +12.6% | -30.8% |
| 1Y | -13.3% | -36.7% | +23.4% | -33.5% |
| All | -13.3% | -37.2% | +23.9% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling