+144.7%
IONQ vs ACGL
+221.7%
-76.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.1% | -10.4% | -10.5% |
| 7D | -16.7% | +6.4% | -23.1% | -17.3% |
| 30D | -38.9% | +16.6% | -55.6% | -40.2% |
| 3M | -33.8% | +11.6% | -45.4% | -34.9% |
| 6M | -44.9% | +17.5% | -62.4% | -46.7% |
| YTD | -41.1% | +15.3% | -56.4% | -43.1% |
| 1Y | -52.3% | +26.3% | -78.6% | -55.2% |
| 3Y | +128.2% | +35.9% | +92.3% | +113.3% |
| 5Y | +37.2% | +168.2% | -131.0% | -7.2% |
| All | +144.7% | +221.7% | -76.9% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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