+253.1%
IONQ vs SYY
+27.8%
+225.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -7.9% | -6.8% |
| 7D | +1.3% | -0.2% | +1.6% | +1.3% |
| 30D | -10.3% | -2.7% | -7.6% | -9.2% |
| 3M | -32.7% | +5.9% | -38.6% | -35.1% |
| 6M | +6.3% | -2.3% | +8.7% | +6.0% |
| YTD | -15.0% | +13.1% | -28.1% | -22.0% |
| 1Y | -13.3% | +3.8% | -17.1% | -16.9% |
| 3Y | +97.2% | +26.7% | +70.5% | +61.9% |
| 5Y | +278.7% | +19.4% | +259.3% | +236.1% |
| All | +253.1% | +27.8% | +225.3% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling