+72.6%
SPY vs IONQ
+39.6%
+33.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.1% | +0.2% |
| 7D | +2.6% | -11.5% | +14.1% | +3.5% |
| 30D | -2.0% | -8.1% | +6.1% | -1.7% |
| 3M | -2.8% | -35.8% | +33.0% | 0.0% |
| 6M | +2.1% | -47.7% | +49.9% | +6.0% |
| YTD | +11.5% | -35.6% | +47.1% | +12.3% |
| 1Y | +13.5% | -36.4% | +49.8% | +13.9% |
| 3Y | +77.7% | +150.0% | -72.3% | +43.7% |
| All | +72.6% | +39.6% | +33.0% | +28.0% |
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 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