+274.7%
IONQ vs SPYG
+127.9%
+146.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.5% |
| 7D | +7.1% | +1.2% | +5.9% | +4.3% |
| 30D | -8.9% | -1.6% | -7.4% | -5.2% |
| 3M | -35.6% | +3.4% | -38.9% | -38.9% |
| 6M | +13.3% | +18.9% | -5.6% | -18.0% |
| YTD | -9.8% | +13.8% | -23.6% | -28.1% |
| 1Y | -1.3% | +20.6% | -21.9% | -29.2% |
| 3Y | +109.3% | +100.5% | +8.7% | -41.5% |
| 5Y | +304.7% | +84.6% | +220.1% | +58.8% |
| All | +274.7% | +127.9% | +146.8% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling