+227.2%
IONQ vs SPXU
-92.3%
+319.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -7.0% | +15.4% | +2.0% |
| 7D | +25.5% | -1.5% | +26.9% | +26.2% |
| 30D | -11.4% | +9.7% | -21.1% | -0.6% |
| 3M | -20.5% | +8.4% | -28.9% | -10.6% |
| 6M | -28.2% | -5.7% | -22.5% | -24.7% |
| YTD | -21.2% | -25.4% | +4.2% | -28.5% |
| 1Y | -40.4% | -28.9% | -11.5% | -47.1% |
| 3Y | +214.7% | -81.2% | +295.9% | +37.0% |
| 5Y | +56.9% | -83.3% | +140.2% | +2.6% |
| All | +227.2% | -92.3% | +319.5% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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