+52.8%
IONQ vs ACGL
+159.2%
-106.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.0% | +26.4% | +23.7% |
| 7D | +8.6% | +0.9% | +7.7% | +8.3% |
| 30D | -21.1% | +13.7% | -34.8% | -22.7% |
| 3M | -17.9% | +8.0% | -25.9% | -19.0% |
| 6M | -37.9% | +13.3% | -51.2% | -39.8% |
| YTD | -27.3% | +11.8% | -39.1% | -29.7% |
| 1Y | -43.2% | +22.2% | -65.4% | -46.7% |
| 3Y | +191.0% | +32.5% | +158.5% | +170.7% |
| All | +52.8% | +159.2% | -106.4% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling