+87.2%
IONQ vs SYK
-4.6%
+91.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.5% | -2.9% |
| 7D | -5.6% | -12.3% | +6.7% | -2.3% |
| 30D | -15.2% | -22.4% | +7.3% | -9.0% |
| 3M | -34.9% | -12.3% | -22.6% | -34.3% |
| 6M | +4.9% | -24.3% | +29.2% | +15.6% |
| YTD | -17.9% | -22.8% | +4.9% | -11.9% |
| 1Y | -16.0% | -28.8% | +12.8% | -5.0% |
| All | +87.2% | -4.6% | +91.8% | +76.9% |
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