+194.9%
IONQ vs SPY
+79.4%
+115.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -6.6% |
| 7D | +15.3% | -0.9% | +16.2% | +19.0% |
| 30D | -6.1% | -2.4% | -3.7% | +1.9% |
| 3M | -21.6% | -1.2% | -20.4% | -17.6% |
| 6M | -40.1% | +3.3% | -43.4% | -43.0% |
| YTD | -24.1% | +12.3% | -36.4% | -41.6% |
| 1Y | -37.4% | +12.4% | -49.9% | -51.4% |
| All | +194.9% | +79.4% | +115.5% | -39.3% |
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