+274.7%
IONQ vs ACHR
-42.3%
+317.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.3% |
| 7D | +7.1% | +4.9% | +2.3% | +4.6% |
| 30D | -8.9% | +4.3% | -13.2% | -12.4% |
| 3M | -35.6% | +1.7% | -37.3% | -38.1% |
| 6M | +13.3% | -6.9% | +20.1% | +16.2% |
| YTD | -9.8% | -22.5% | +12.7% | +2.0% |
| 1Y | -1.3% | -31.5% | +30.2% | +18.9% |
| 3Y | +109.3% | -14.4% | +123.6% | +106.3% |
| 5Y | +304.7% | -41.6% | +346.3% | +217.0% |
| All | +274.7% | -42.3% | +317.1% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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