+227.2%
IONQ vs SPYG
+117.1%
+110.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +2.4% |
| 7D | +25.5% | 0.0% | +25.5% | +26.4% |
| 30D | -11.4% | -8.4% | -3.0% | +9.1% |
| 3M | -20.5% | -6.2% | -14.2% | -6.4% |
| 6M | -28.2% | -1.8% | -26.5% | -21.5% |
| YTD | -21.2% | +8.4% | -29.6% | -28.9% |
| 1Y | -40.4% | +10.1% | -50.4% | -47.4% |
| 3Y | +214.7% | +94.9% | +119.7% | -5.7% |
| 5Y | +56.9% | +68.5% | -11.6% | -26.4% |
| All | +227.2% | +117.1% | +110.1% | +12.9% |
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