+377.5%
SMH vs IONQ
+206.2%
+171.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.7% | +7.5% | +5.3% |
| 7D | +0.5% | +15.3% | -14.8% | -2.1% |
| 30D | -14.2% | -6.1% | -8.1% | -13.7% |
| 3M | -11.5% | -21.6% | +10.1% | -8.7% |
| 6M | -12.0% | -40.1% | +28.1% | -6.0% |
| YTD | +40.8% | -24.1% | +64.9% | +41.8% |
| 1Y | +44.9% | -37.4% | +82.3% | +49.0% |
| 3Y | +226.7% | +219.5% | +7.2% | +117.6% |
| 5Y | +250.6% | +76.9% | +173.7% | +112.0% |
| All | +377.5% | +206.2% | +171.3% | +149.7% |
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