+240.3%
IONQ vs SU
+401.8%
-161.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.0% | +2.2% | -9.2% | -7.9% |
| 30D | -18.7% | +8.4% | -27.1% | -21.6% |
| 3M | -36.6% | +12.1% | -48.7% | -40.4% |
| 6M | +7.2% | +19.7% | -12.4% | -3.8% |
| YTD | -18.1% | +58.4% | -76.5% | -36.2% |
| 1Y | -21.9% | +67.2% | -89.1% | -40.7% |
| 3Y | +86.7% | +125.0% | -38.3% | +23.5% |
| 5Y | +267.5% | +355.1% | -87.6% | +97.8% |
| All | +240.3% | +401.8% | -161.5% | +79.4% |
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