-36.8%
IONQ vs SPYG
+7.6%
-44.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +1.2% |
| 7D | +16.7% | -1.9% | +18.6% | +23.2% |
| 30D | -12.3% | -9.2% | -3.1% | +14.7% |
| 3M | -17.7% | -6.8% | -10.9% | +0.8% |
| 6M | -28.9% | -2.6% | -26.4% | -20.1% |
| YTD | -22.0% | +7.5% | -29.5% | -30.1% |
| 1Y | -36.8% | +6.7% | -43.5% | -40.6% |
| All | -36.8% | +7.6% | -44.4% | -40.6% |
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