+253.1%
IONQ vs SPYG
+127.1%
+126.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -4.9% |
| 7D | +1.3% | +0.3% | +1.0% | +0.7% |
| 30D | -10.3% | -1.7% | -8.6% | -6.4% |
| 3M | -32.7% | +3.6% | -36.4% | -36.6% |
| 6M | +6.3% | +16.6% | -10.3% | -19.6% |
| YTD | -15.0% | +13.4% | -28.4% | -31.6% |
| 1Y | -13.3% | +19.6% | -32.9% | -36.7% |
| 3Y | +97.2% | +99.8% | -2.6% | -44.4% |
| 5Y | +278.7% | +85.0% | +193.8% | +49.1% |
| All | +253.1% | +127.1% | +126.1% | +8.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling