+52.8%
IONQ vs SPY
+67.4%
-14.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.3% | +23.1% | +22.6% |
| 7D | +8.6% | -2.7% | +11.3% | +17.5% |
| 30D | -21.1% | -5.4% | -15.7% | -7.0% |
| 3M | -17.9% | -4.1% | -13.8% | -6.3% |
| 6M | -37.9% | +0.7% | -38.7% | -36.2% |
| YTD | -27.3% | +8.7% | -36.0% | -37.6% |
| 1Y | -43.2% | +10.9% | -54.1% | -53.4% |
| 3Y | +191.0% | +75.0% | +116.0% | -16.7% |
| All | +52.8% | +67.4% | -14.6% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling