+202.0%
IONQ vs SSNC
+14.2%
+187.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +24.1% |
| 7D | +8.6% | -3.3% | +11.9% | +12.0% |
| 30D | -21.1% | -1.3% | -19.8% | -21.3% |
| 3M | -17.9% | -2.3% | -15.6% | -17.9% |
| 6M | -37.9% | +12.6% | -50.6% | -49.1% |
| YTD | -27.3% | -10.1% | -17.2% | -22.8% |
| 1Y | -43.2% | -6.6% | -36.6% | -42.4% |
| 3Y | +191.0% | +54.0% | +137.0% | +66.3% |
| 5Y | +69.3% | +7.0% | +62.3% | +42.9% |
| All | +202.0% | +14.2% | +187.9% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling