+167.4%
IONQ vs SU
+409.7%
-242.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.8% |
| 7D | -11.5% | +1.7% | -13.2% | -12.2% |
| 30D | -8.1% | -7.9% | -0.2% | -5.4% |
| 3M | -35.8% | +7.5% | -43.3% | -38.4% |
| 6M | -47.7% | +7.2% | -55.0% | -50.3% |
| YTD | -35.6% | +60.9% | -96.6% | -50.7% |
| 1Y | -36.4% | +63.6% | -100.0% | -51.7% |
| 3Y | +150.0% | +128.9% | +21.2% | +62.9% |
| 5Y | +43.3% | +228.3% | -184.9% | -20.4% |
| All | +167.4% | +409.7% | -242.3% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling