+339.4%
SMH vs IONQ
+304.3%
+35.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.8% |
| 7D | +5.2% | +7.1% | -1.9% | +4.1% |
| 30D | -1.5% | -8.9% | +7.4% | -0.2% |
| 3M | -4.1% | -35.6% | +31.5% | +2.0% |
| 6M | +50.8% | +13.3% | +37.5% | +45.6% |
| YTD | +59.3% | -9.8% | +69.1% | +57.2% |
| 1Y | +94.1% | -1.3% | +95.4% | +84.8% |
| 3Y | +286.7% | +109.3% | +177.5% | +180.1% |
| 5Y | +339.4% | +304.7% | +34.7% | +147.1% |
| All | +339.4% | +304.3% | +35.1% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling