+126.0%
IONQ vs SRE
+31.9%
+94.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.7% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -1.0% | -0.7% | -0.3% | -1.7% |
| 3M | -39.8% | -6.3% | -33.5% | -38.2% |
| 6M | +6.4% | -10.7% | +17.1% | +13.5% |
| YTD | -11.9% | -3.5% | -8.5% | -12.7% |
| 1Y | -6.2% | +5.3% | -11.5% | -13.7% |
| All | +126.0% | +31.9% | +94.1% | +95.3% |
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