+224.0%
IONQ vs AA
+78.6%
+145.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.9% |
| 7D | +16.7% | +1.2% | +15.4% | +16.5% |
| 30D | -12.3% | -5.0% | -7.3% | -10.0% |
| 3M | -17.7% | -22.2% | +4.5% | -8.1% |
| 6M | -28.9% | -36.3% | +7.4% | -13.7% |
| YTD | -22.0% | -24.2% | +2.2% | -13.9% |
| 1Y | -36.8% | +3.9% | -40.7% | -38.9% |
| 3Y | +228.2% | +67.6% | +160.7% | +157.6% |
| 5Y | +91.9% | -8.8% | +100.8% | +87.9% |
| All | +224.0% | +78.6% | +145.4% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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