+227.2%
IONQ vs AAL
-10.7%
+237.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.4% | +0.9% | +3.7% |
| 7D | +25.5% | +8.3% | +17.2% | +19.7% |
| 30D | -11.4% | +11.0% | -22.4% | -16.6% |
| 3M | -20.5% | -11.2% | -9.3% | -14.3% |
| 6M | -28.2% | +6.1% | -34.3% | -32.2% |
| YTD | -21.2% | -7.6% | -13.6% | -19.9% |
| 1Y | -40.4% | +3.7% | -44.1% | -43.6% |
| 3Y | +214.7% | +20.5% | +194.2% | +157.5% |
| 5Y | +56.9% | -36.4% | +93.2% | +63.1% |
| All | +227.2% | -10.7% | +237.9% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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