+150.0%
IONQ vs SSNC
+58.0%
+92.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | +2.3% | -13.8% | -13.0% |
| 30D | -8.1% | -3.1% | -5.0% | -6.8% |
| 3M | -35.8% | -2.7% | -33.0% | -35.5% |
| 6M | -47.7% | +23.7% | -71.4% | -59.7% |
| YTD | -35.6% | -8.0% | -27.6% | -30.3% |
| 1Y | -36.4% | -4.7% | -31.7% | -34.1% |
| 3Y | +150.0% | +58.0% | +92.1% | +3.4% |
| All | +150.0% | +58.0% | +92.1% | +3.4% |
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