+191.0%
IONQ vs SPY
+75.1%
+115.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.3% | +23.1% | +22.5% |
| 7D | +8.6% | -2.7% | +11.3% | +18.1% |
| 30D | -21.1% | -5.4% | -15.7% | -6.0% |
| 3M | -17.9% | -4.1% | -13.8% | -5.5% |
| 6M | -37.9% | +0.7% | -38.7% | -36.2% |
| YTD | -27.3% | +8.7% | -36.0% | -38.2% |
| 1Y | -43.2% | +10.9% | -54.1% | -53.9% |
| 3Y | +191.0% | +75.0% | +116.0% | -15.8% |
| All | +191.0% | +75.1% | +115.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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