+150.0%
IONQ vs SYK
+14.9%
+135.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.3% |
| 7D | -11.5% | -5.0% | -6.5% | -10.8% |
| 30D | -8.1% | +9.9% | -18.0% | -9.9% |
| 3M | -35.8% | -8.9% | -26.9% | -34.6% |
| 6M | -47.7% | +3.1% | -50.8% | -50.0% |
| YTD | -35.6% | -11.1% | -24.5% | -33.5% |
| 1Y | -36.4% | -16.2% | -20.2% | -31.4% |
| 3Y | +150.0% | +13.2% | +136.9% | +180.9% |
| All | +150.0% | +14.9% | +135.2% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 3y: compounded portfolio wealth divided by compounded SYK 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…
3y analysis · Full analysis span regression · 6 months rolling