+124.9%
SPY vs IONQ
+255.2%
-130.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +0.1% | -1.0% | +1.1% | -0.1% |
| 3M | +2.0% | -39.8% | +41.8% | +5.4% |
| 6M | +13.0% | +6.4% | +6.6% | +10.8% |
| YTD | +13.5% | -11.9% | +25.5% | +12.3% |
| 1Y | +20.0% | -6.2% | +26.1% | +16.5% |
| 3Y | +77.2% | +125.7% | -48.5% | +46.8% |
| 5Y | +81.9% | +296.0% | -214.1% | +29.9% |
| All | +124.9% | +255.2% | -130.3% | +58.7% |
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