+1,175.0%
SMCI vs IONQ
+255.2%
+919.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.3% | +4.3% |
| 7D | +6.8% | +0.8% | +6.0% | +6.6% |
| 30D | +30.6% | -1.0% | +31.6% | +30.9% |
| 3M | -15.6% | -39.8% | +24.2% | -5.8% |
| 6M | +21.3% | +6.4% | +14.8% | +19.2% |
| YTD | +35.3% | -11.9% | +47.2% | +36.4% |
| 1Y | -2.7% | -6.2% | +3.4% | -5.5% |
| 3Y | +40.3% | +125.7% | -85.4% | -2.4% |
| 5Y | +941.8% | +296.0% | +645.9% | +472.2% |
| All | +1,175.0% | +255.2% | +919.8% | +555.8% |
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