+434.0%
SMH vs IONQ
+255.2%
+178.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.4% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | -0.5% | -1.0% | +0.6% | -0.6% |
| 3M | -9.6% | -39.8% | +30.2% | -2.7% |
| 6M | +42.1% | +6.4% | +35.6% | +38.4% |
| YTD | +57.4% | -11.9% | +69.4% | +55.9% |
| 1Y | +96.2% | -6.2% | +102.4% | +87.9% |
| 3Y | +267.9% | +125.7% | +142.2% | +159.5% |
| 5Y | +327.7% | +296.0% | +31.7% | +121.8% |
| All | +434.0% | +255.2% | +178.8% | +174.6% |
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