+265.9%
IONQ vs SPY
+121.0%
+144.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | -1.0% | +0.1% | -1.1% | -0.6% |
| 3M | -39.8% | +2.0% | -41.8% | -41.4% |
| 6M | +6.4% | +13.0% | -6.6% | -18.3% |
| YTD | -11.9% | +13.5% | -25.5% | -32.8% |
| 1Y | -6.2% | +20.0% | -26.1% | -36.7% |
| 3Y | +125.7% | +77.2% | +48.5% | -33.0% |
| 5Y | +296.0% | +81.9% | +214.1% | +30.3% |
| All | +265.9% | +121.0% | +144.9% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling