+202.0%
IONQ vs SPXS
-91.6%
+293.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +22.7% |
| 7D | +8.6% | +7.5% | +1.1% | +17.6% |
| 30D | -21.1% | +17.5% | -38.6% | -6.3% |
| 3M | -17.9% | +14.7% | -32.5% | -3.3% |
| 6M | -37.9% | -0.1% | -37.8% | -31.6% |
| YTD | -27.3% | -19.7% | -7.6% | -29.8% |
| 1Y | -43.2% | -23.6% | -19.6% | -46.4% |
| 3Y | +191.0% | -79.2% | +270.2% | +38.1% |
| 5Y | +69.3% | -81.7% | +151.0% | +19.6% |
| All | +202.0% | -91.6% | +293.7% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling