+202.0%
IONQ vs SRE
+47.4%
+154.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +24.6% |
| 7D | +8.6% | -9.2% | +17.8% | +14.7% |
| 30D | -21.1% | -1.9% | -19.2% | -20.5% |
| 3M | -17.9% | -6.5% | -11.3% | -15.7% |
| 6M | -37.9% | -15.2% | -22.7% | -32.5% |
| YTD | -27.3% | -9.5% | -17.8% | -24.9% |
| 1Y | -43.2% | -13.2% | -30.0% | -39.5% |
| 3Y | +191.0% | +19.5% | +171.5% | +160.7% |
| 5Y | +69.3% | +43.6% | +25.7% | +62.1% |
| All | +202.0% | +47.4% | +154.7% | +200.9% |
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