-49.6%
IONQ vs SSPC
-34.6%
-14.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.5% |
| 7D | +16.8% | -25.1% | +41.9% | +10.5% |
| 30D | -11.1% | +9.4% | -20.5% | -7.8% |
| 3M | -31.7% | -15.5% | -16.2% | -31.3% |
| All | -49.6% | -34.6% | -14.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 1y: compounded portfolio wealth divided by compounded SSPC 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…
1y analysis · Full analysis span regression · Available span rolling