+358.4%
SMH vs IONQ
+159.6%
+198.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.4% | -1.9% |
| 7D | +4.9% | -11.5% | +16.4% | +6.9% |
| 30D | -13.8% | -8.1% | -5.7% | -13.0% |
| 3M | -17.4% | -35.8% | +18.4% | -12.0% |
| 6M | -15.0% | -47.7% | +32.8% | -7.1% |
| YTD | +35.2% | -35.6% | +70.8% | +39.8% |
| 1Y | +41.6% | -36.4% | +78.0% | +45.6% |
| 3Y | +215.6% | +150.0% | +65.6% | +119.0% |
| 5Y | +233.2% | +43.3% | +189.9% | +108.5% |
| All | +358.4% | +159.6% | +198.8% | +146.2% |
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