+191.0%
IONQ vs SPXS
-79.2%
+270.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +22.6% |
| 7D | +8.6% | +7.5% | +1.1% | +18.7% |
| 30D | -21.1% | +17.5% | -38.6% | -4.2% |
| 3M | -17.9% | +14.7% | -32.5% | -1.3% |
| 6M | -37.9% | -0.1% | -37.8% | -31.1% |
| YTD | -27.3% | -19.7% | -7.6% | -30.5% |
| 1Y | -43.2% | -23.6% | -19.6% | -47.1% |
| 3Y | +191.0% | -79.2% | +270.2% | +34.8% |
| All | +191.0% | -79.2% | +270.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling