-44.7%
IONQ vs SPYM
+14.7%
-59.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -7.4% |
| 7D | -8.9% | -0.7% | -8.2% | -6.5% |
| 30D | -31.3% | -1.1% | -30.2% | -28.0% |
| 3M | -29.2% | -0.3% | -28.9% | -27.4% |
| 6M | -35.4% | +7.3% | -42.8% | -46.6% |
| YTD | -34.2% | +13.4% | -47.6% | -53.1% |
| 1Y | -44.7% | +14.8% | -59.5% | -61.9% |
| All | -44.7% | +14.7% | -59.4% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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