-23.4%
SMCI vs IONQ
-41.6%
+18.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | +2.3% |
| 7D | -6.6% | -11.5% | +4.9% | -1.8% |
| 30D | -24.9% | -8.1% | -16.8% | -22.8% |
| 3M | -31.4% | -35.8% | +4.4% | -18.5% |
| 6M | -16.0% | -47.7% | +31.7% | +7.7% |
| YTD | -8.2% | -35.6% | +27.4% | +5.4% |
| 1Y | -23.4% | -36.4% | +12.9% | -13.4% |
| All | -23.4% | -41.6% | +18.1% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling