+274.7%
IONQ vs SYK
+19.3%
+255.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.8% | +11.2% | +8.0% |
| 7D | +7.1% | -12.9% | +20.0% | +16.4% |
| 30D | -8.9% | -18.5% | +9.6% | +3.0% |
| 3M | -35.6% | -8.1% | -27.5% | -35.5% |
| 6M | +13.3% | -23.8% | +37.0% | +30.5% |
| YTD | -9.8% | -20.9% | +11.1% | -0.8% |
| 1Y | -1.3% | -29.0% | +27.6% | +17.8% |
| 3Y | +109.3% | -1.7% | +110.9% | +81.7% |
| 5Y | +304.7% | +4.0% | +300.7% | +208.6% |
| All | +274.7% | +19.3% | +255.4% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling