+202.0%
IONQ vs SYY
+21.3%
+180.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.2% | +21.3% | +22.5% |
| 7D | +8.6% | -7.3% | +15.9% | +11.9% |
| 30D | -21.1% | +0.1% | -21.2% | -21.8% |
| 3M | -17.9% | -8.2% | -9.6% | -15.3% |
| 6M | -37.9% | +6.3% | -44.2% | -41.1% |
| YTD | -27.3% | +7.3% | -34.6% | -32.3% |
| 1Y | -43.2% | +8.5% | -51.7% | -47.6% |
| 3Y | +191.0% | +24.9% | +166.1% | +136.6% |
| 5Y | +69.3% | +8.0% | +61.2% | +54.6% |
| All | +202.0% | +21.3% | +180.7% | +173.7% |
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