+1,103.9%
SMCI vs IONQ
+231.1%
+872.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.2% |
| 7D | -1.3% | -5.6% | +4.3% | 0.0% |
| 30D | +18.3% | -15.2% | +33.5% | +22.8% |
| 3M | +27.7% | -34.9% | +62.7% | +40.1% |
| 6M | +17.6% | +4.9% | +12.7% | +16.2% |
| YTD | +27.7% | -17.9% | +45.6% | +30.9% |
| 1Y | -14.9% | -16.0% | +1.1% | -15.3% |
| 3Y | +33.2% | +90.5% | -57.3% | -4.2% |
| 5Y | +921.6% | +268.4% | +653.2% | +470.3% |
| All | +1,103.9% | +231.1% | +872.7% | +529.2% |
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