+109.3%
IONQ vs SSNC
+51.8%
+57.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +5.6% |
| 7D | +7.1% | -1.8% | +8.9% | +8.5% |
| 30D | -8.9% | +1.9% | -10.8% | -10.8% |
| 3M | -35.6% | +18.4% | -53.9% | -46.3% |
| 6M | +13.3% | +7.0% | +6.3% | +4.9% |
| YTD | -9.8% | -6.9% | -2.9% | -2.3% |
| 1Y | -1.3% | -8.2% | +6.8% | +7.8% |
| 3Y | +109.3% | +50.5% | +58.7% | +27.9% |
| All | +109.3% | +51.8% | +57.4% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling