-36.8%
IONQ vs SYF
-1.0%
-35.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.2% |
| 7D | +16.7% | -4.2% | +20.9% | +19.7% |
| 30D | -12.3% | -1.1% | -11.2% | -12.0% |
| 3M | -17.7% | -7.9% | -9.8% | -13.5% |
| 6M | -28.9% | -1.1% | -27.8% | -29.4% |
| YTD | -22.0% | -12.6% | -9.4% | -20.5% |
| 1Y | -36.8% | -2.4% | -34.4% | -38.8% |
| All | -36.8% | -1.0% | -35.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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 · 6 months rolling