+265.9%
IONQ vs SPYG
+129.0%
+136.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.1% |
| 30D | -1.0% | -0.4% | -0.6% | +0.7% |
| 3M | -39.8% | +0.5% | -40.4% | -38.8% |
| 6M | +6.4% | +17.5% | -11.0% | -20.9% |
| YTD | -11.9% | +14.3% | -26.3% | -30.5% |
| 1Y | -6.2% | +21.7% | -27.9% | -34.0% |
| 3Y | +125.7% | +98.6% | +27.1% | -35.7% |
| 5Y | +296.0% | +85.1% | +210.9% | +54.1% |
| All | +265.9% | +129.0% | +136.9% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling