-44.7%
IONQ vs SPYG
+10.8%
-55.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -4.7% |
| 7D | -8.9% | -2.8% | -6.1% | -2.0% |
| 30D | -31.3% | -6.2% | -25.1% | -18.3% |
| 3M | -29.2% | -3.6% | -25.6% | -21.1% |
| 6M | -35.4% | +4.8% | -40.2% | -39.3% |
| YTD | -34.2% | +11.0% | -45.1% | -45.2% |
| 1Y | -44.7% | +11.2% | -55.9% | -53.9% |
| All | -44.7% | +10.8% | -55.5% | -53.9% |
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