+265.9%
IONQ vs SSNC
+22.9%
+243.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +2.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.2% |
| 30D | -1.0% | +6.0% | -7.1% | -7.0% |
| 3M | -39.8% | +21.0% | -60.8% | -52.4% |
| 6M | +6.4% | +12.1% | -5.7% | -9.0% |
| YTD | -11.9% | -3.2% | -8.7% | -11.3% |
| 1Y | -6.2% | -4.4% | -1.8% | -5.4% |
| 3Y | +125.7% | +51.6% | +74.1% | +35.6% |
| 5Y | +296.0% | +21.1% | +274.9% | +206.9% |
| All | +265.9% | +22.9% | +243.0% | +167.3% |
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 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