+227.2%
IONQ vs SYY
+23.7%
+203.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.4% | +7.4% |
| 7D | +25.5% | -4.1% | +29.6% | +27.3% |
| 30D | -11.4% | +0.3% | -11.7% | -12.1% |
| 3M | -20.5% | -6.3% | -14.1% | -18.7% |
| 6M | -28.2% | +9.7% | -37.9% | -32.9% |
| YTD | -21.2% | +9.4% | -30.7% | -27.2% |
| 1Y | -40.4% | +7.3% | -47.7% | -44.5% |
| 3Y | +214.7% | +27.6% | +187.0% | +153.4% |
| 5Y | +56.9% | +12.5% | +44.3% | +41.3% |
| All | +227.2% | +23.7% | +203.5% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling