+75.0%
SPY vs IONQ
+176.2%
-101.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +23.4% | -23.1% | -1.3% |
| 7D | -2.7% | +8.6% | -11.3% | -3.4% |
| 30D | -5.4% | -21.1% | +15.7% | -4.2% |
| 3M | -4.1% | -17.9% | +13.8% | -3.4% |
| 6M | +0.7% | -37.9% | +38.7% | +2.7% |
| YTD | +8.7% | -27.3% | +36.0% | +8.6% |
| 1Y | +10.9% | -43.2% | +54.1% | +12.1% |
| 3Y | +75.0% | +191.0% | -116.0% | +46.1% |
| All | +75.0% | +176.2% | -101.2% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling