+227.2%
IONQ vs AA
+86.8%
+140.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.6% | +5.8% |
| 7D | +25.5% | +4.8% | +20.6% | +23.4% |
| 30D | -11.4% | -0.6% | -10.8% | -10.8% |
| 3M | -20.5% | -16.3% | -4.2% | -14.0% |
| 6M | -28.2% | -33.4% | +5.2% | -14.5% |
| YTD | -21.2% | -20.7% | -0.6% | -14.7% |
| 1Y | -40.4% | +12.9% | -53.3% | -44.5% |
| 3Y | +214.7% | +75.7% | +139.0% | +142.0% |
| 5Y | +56.9% | -6.8% | +63.7% | +50.9% |
| All | +227.2% | +86.8% | +140.4% | +197.3% |
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