+359.1%
SMH vs IONQ
+217.7%
+141.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.3% | +3.7% |
| 7D | -4.1% | +25.5% | -29.6% | -7.9% |
| 30D | -19.2% | -11.4% | -7.8% | -18.0% |
| 3M | -16.4% | -20.5% | +4.1% | -13.9% |
| 6M | -14.0% | -28.2% | +14.3% | -10.7% |
| YTD | +35.3% | -21.2% | +56.6% | +35.5% |
| 1Y | +40.4% | -40.4% | +80.8% | +45.5% |
| 3Y | +226.8% | +214.7% | +12.1% | +118.2% |
| 5Y | +232.3% | +56.9% | +175.4% | +104.3% |
| All | +359.1% | +217.7% | +141.4% | +138.7% |
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 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