+120.3%
SPY vs IONQ
+217.7%
-97.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -6.0% | +1.7% |
| 7D | +0.1% | +25.5% | -25.4% | -1.9% |
| 30D | -3.3% | -11.4% | +8.1% | -2.8% |
| 3M | -2.4% | -20.5% | +18.0% | -1.3% |
| 6M | +2.6% | -28.2% | +30.8% | +3.7% |
| YTD | +11.2% | -21.2% | +32.5% | +10.4% |
| 1Y | +13.4% | -40.4% | +53.8% | +14.4% |
| 3Y | +79.9% | +214.7% | -134.8% | +44.6% |
| 5Y | +72.2% | +56.9% | +15.3% | +29.7% |
| All | +120.3% | +217.7% | -97.3% | +56.0% |
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