+227.2%
IONQ vs SPYM
+117.4%
+109.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +2.0% |
| 7D | +25.5% | +0.1% | +25.4% | +25.8% |
| 30D | -11.4% | -3.3% | -8.1% | -1.7% |
| 3M | -20.5% | -2.4% | -18.1% | -13.6% |
| 6M | -28.2% | +2.6% | -30.8% | -29.7% |
| YTD | -21.2% | +11.3% | -32.6% | -36.1% |
| 1Y | -40.4% | +13.5% | -53.8% | -53.5% |
| 3Y | +214.7% | +80.3% | +134.4% | -10.9% |
| 5Y | +56.9% | +72.7% | -15.9% | -43.4% |
| All | +227.2% | +117.4% | +109.8% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling