+167.4%
IONQ vs SPYG
+116.3%
+51.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -4.4% |
| 7D | -11.5% | +2.3% | -13.8% | -15.8% |
| 30D | -8.1% | -6.5% | -1.6% | +7.6% |
| 3M | -35.8% | -6.8% | -28.9% | -23.3% |
| 6M | -47.7% | -3.1% | -44.6% | -41.1% |
| YTD | -35.6% | +8.0% | -43.6% | -41.5% |
| 1Y | -36.4% | +10.2% | -46.6% | -44.0% |
| 3Y | +150.0% | +91.0% | +59.1% | -21.6% |
| 5Y | +43.3% | +67.7% | -24.4% | -32.5% |
| All | +167.4% | +116.3% | +51.1% | -7.1% |
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