+215.4%
IONQ vs ACGL
+217.6%
-2.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +15.3% | -1.4% | +16.7% | +15.4% |
| 30D | -6.1% | +12.4% | -18.5% | -7.6% |
| 3M | -21.6% | +11.1% | -32.7% | -22.9% |
| 6M | -40.1% | +16.3% | -56.5% | -42.0% |
| YTD | -24.1% | +13.8% | -37.9% | -26.6% |
| 1Y | -37.4% | +20.4% | -57.8% | -40.5% |
| 3Y | +219.5% | +33.6% | +185.9% | +199.3% |
| 5Y | +76.9% | +176.8% | -99.9% | +19.3% |
| All | +215.4% | +217.6% | -2.2% | +106.2% |
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