+215.4%
IONQ vs SPYM
+119.4%
+95.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -6.1% |
| 7D | +15.3% | -0.9% | +16.2% | +18.8% |
| 30D | -6.1% | -2.4% | -3.7% | +1.3% |
| 3M | -21.6% | -1.1% | -20.5% | -17.8% |
| 6M | -40.1% | +3.3% | -43.4% | -42.6% |
| YTD | -24.1% | +12.4% | -36.4% | -40.0% |
| 1Y | -37.4% | +12.5% | -49.9% | -50.1% |
| 3Y | +219.5% | +79.1% | +140.4% | -8.3% |
| 5Y | +76.9% | +75.7% | +1.2% | -38.7% |
| All | +215.4% | +119.4% | +95.9% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling