+150.0%
IONQ vs SRE
+24.6%
+125.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.9% |
| 7D | -11.5% | +1.8% | -13.2% | -12.6% |
| 30D | -8.1% | -3.0% | -5.1% | -6.4% |
| 3M | -35.8% | -7.3% | -28.5% | -33.1% |
| 6M | -47.7% | -11.9% | -35.9% | -43.8% |
| YTD | -35.6% | -7.9% | -27.8% | -34.4% |
| 1Y | -36.4% | -11.1% | -25.2% | -32.8% |
| 3Y | +150.0% | +24.8% | +125.2% | +107.5% |
| All | +150.0% | +24.6% | +125.4% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling