+880.0%
SMCI vs IONQ
+206.2%
+673.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.7% | +12.2% | +10.1% |
| 7D | +2.8% | +15.3% | -12.5% | -1.1% |
| 30D | -23.9% | -6.1% | -17.8% | -23.0% |
| 3M | -3.7% | -21.6% | +17.9% | +1.4% |
| 6M | -9.2% | -40.1% | +30.9% | +1.3% |
| YTD | +4.0% | -24.1% | +28.1% | +8.1% |
| 1Y | -21.6% | -37.4% | +15.8% | -15.9% |
| 3Y | +14.4% | +219.5% | -205.1% | -24.0% |
| 5Y | +586.8% | +76.9% | +509.8% | +310.8% |
| All | +880.0% | +206.2% | +673.9% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling