+253.1%
IONQ vs SPYM
+119.7%
+133.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -4.5% |
| 7D | +1.3% | -0.4% | +1.7% | +2.3% |
| 30D | -10.3% | -1.4% | -8.9% | -6.6% |
| 3M | -32.7% | +3.7% | -36.5% | -37.9% |
| 6M | +6.3% | +13.0% | -6.7% | -18.8% |
| YTD | -15.0% | +12.5% | -27.5% | -33.8% |
| 1Y | -13.3% | +18.6% | -31.9% | -40.2% |
| 3Y | +97.2% | +78.0% | +19.2% | -42.8% |
| 5Y | +278.7% | +82.3% | +196.4% | +24.1% |
| All | +253.1% | +119.7% | +133.5% | -10.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling