+427.7%
SMH vs IONQ
+231.1%
+196.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.9% |
| 7D | +1.4% | -5.6% | +7.0% | +2.3% |
| 30D | -2.2% | -15.2% | +13.0% | +0.2% |
| 3M | -1.9% | -34.9% | +33.1% | +4.5% |
| 6M | +41.0% | +4.9% | +36.1% | +37.7% |
| YTD | +55.6% | -17.9% | +73.5% | +55.8% |
| 1Y | +86.8% | -16.0% | +102.8% | +82.2% |
| 3Y | +277.7% | +90.5% | +187.2% | +174.7% |
| 5Y | +324.2% | +268.4% | +55.8% | +122.6% |
| All | +427.7% | +231.1% | +196.5% | +174.3% |
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