+765.2%
SMCI vs IONQ
+159.6%
+605.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | +1.0% |
| 7D | -6.6% | -11.5% | +4.9% | -3.9% |
| 30D | -24.9% | -8.1% | -16.8% | -23.6% |
| 3M | -31.4% | -35.8% | +4.4% | -24.3% |
| 6M | -16.0% | -47.7% | +31.7% | -3.1% |
| YTD | -8.2% | -35.6% | +27.4% | -0.7% |
| 1Y | -23.4% | -36.4% | +12.9% | -17.5% |
| 3Y | +5.0% | +150.0% | -145.0% | -26.4% |
| 5Y | +514.9% | +43.3% | +471.6% | +284.0% |
| All | +765.2% | +159.6% | +605.6% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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