-36.2%
IONQ vs ACGL
+21.8%
-58.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.6% | +9.4% |
| 7D | +25.5% | -1.1% | +26.5% | +24.4% |
| 30D | -11.4% | +13.1% | -24.5% | +3.7% |
| 3M | -20.5% | +9.8% | -30.2% | -9.6% |
| 6M | -28.2% | +15.3% | -43.5% | -10.8% |
| YTD | -21.2% | +12.7% | -34.0% | -4.6% |
| All | -36.2% | +21.8% | -58.0% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling