-6.2%
IONQ vs SPYG
+22.6%
-28.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.6% |
| 7D | +0.8% | +0.4% | +0.4% | -0.1% |
| 30D | -1.0% | -0.4% | -0.6% | +0.9% |
| 3M | -39.8% | +0.5% | -40.4% | -38.9% |
| 6M | +6.4% | +17.5% | -11.0% | -23.3% |
| YTD | -11.9% | +14.3% | -26.3% | -32.7% |
| 1Y | -6.2% | +21.7% | -27.9% | -32.6% |
| All | -6.2% | +22.6% | -28.8% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling