+227.2%
IONQ vs SSNC
+14.4%
+212.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.1% |
| 7D | +25.5% | -4.5% | +29.9% | +31.0% |
| 30D | -11.4% | -3.9% | -7.5% | -9.1% |
| 3M | -20.5% | -1.3% | -19.1% | -21.2% |
| 6M | -28.2% | +14.1% | -42.4% | -41.8% |
| YTD | -21.2% | -9.9% | -11.3% | -16.5% |
| 1Y | -40.4% | -6.2% | -34.2% | -39.7% |
| 3Y | +214.7% | +56.1% | +158.6% | +77.1% |
| 5Y | +56.9% | +5.4% | +51.5% | +33.6% |
| All | +227.2% | +14.4% | +212.8% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling