+227.2%
IONQ vs SRE
+48.5%
+178.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.6% | +7.9% |
| 7D | +25.5% | -8.4% | +33.8% | +31.9% |
| 30D | -11.4% | -3.2% | -8.2% | -10.0% |
| 3M | -20.5% | -5.3% | -15.2% | -18.9% |
| 6M | -28.2% | -12.6% | -15.6% | -23.6% |
| YTD | -21.2% | -8.8% | -12.5% | -19.0% |
| 1Y | -40.4% | -13.4% | -27.0% | -36.4% |
| 3Y | +214.7% | +24.4% | +190.3% | +177.4% |
| 5Y | +56.9% | +47.3% | +9.5% | +50.0% |
| All | +227.2% | +48.5% | +178.7% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling