+202.0%
IONQ vs SYF
+139.2%
+62.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.9% | +23.8% |
| 7D | +8.6% | -2.1% | +10.7% | +10.2% |
| 30D | -21.1% | +2.5% | -23.6% | -22.9% |
| 3M | -17.9% | -6.3% | -11.6% | -13.7% |
| 6M | -37.9% | -1.5% | -36.5% | -38.6% |
| YTD | -27.3% | -10.5% | -16.8% | -22.3% |
| 1Y | -43.2% | +1.5% | -44.7% | -45.4% |
| 3Y | +191.0% | +163.3% | +27.7% | +35.6% |
| 5Y | +69.3% | +66.8% | +2.5% | -3.5% |
| All | +202.0% | +139.2% | +62.9% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling