+185.7%
IONQ vs SPXU
-92.4%
+278.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.1% | -10.5% | -8.4% |
| 7D | +16.8% | -9.4% | +26.1% | +7.7% |
| 30D | -11.1% | +7.4% | -18.6% | -2.1% |
| 3M | -31.7% | +6.2% | -37.9% | -24.7% |
| 6M | -44.8% | -7.2% | -37.5% | -42.9% |
| YTD | -31.2% | -26.8% | -4.5% | -38.6% |
| 1Y | -39.1% | -26.3% | -12.9% | -44.1% |
| 3Y | +189.5% | -80.6% | +270.1% | +29.1% |
| 5Y | +53.2% | -83.6% | +136.7% | -1.6% |
| All | +185.7% | -92.4% | +278.2% | +36.0% |
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