+253.1%
IONQ vs SSNC
+16.6%
+236.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.4% |
| 7D | +1.3% | -3.9% | +5.2% | +5.2% |
| 30D | -10.3% | -0.2% | -10.1% | -10.6% |
| 3M | -32.7% | +15.9% | -48.6% | -44.3% |
| 6M | +6.3% | +7.5% | -1.1% | -5.5% |
| YTD | -15.0% | -8.2% | -6.8% | -10.0% |
| 1Y | -13.3% | -9.3% | -4.0% | -8.0% |
| 3Y | +97.2% | +48.5% | +48.8% | +20.3% |
| 5Y | +278.7% | +16.0% | +262.7% | +207.4% |
| All | +253.1% | +16.6% | +236.6% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SSNC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling