+227.2%
IONQ vs ACHR
-52.4%
+279.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.3% | 0.0% | +4.0% |
| 7D | +25.5% | +15.3% | +10.1% | +17.6% |
| 30D | -11.4% | -3.0% | -8.4% | -8.8% |
| 3M | -20.5% | -14.0% | -6.5% | -14.8% |
| 6M | -28.2% | -25.8% | -2.5% | -17.5% |
| YTD | -21.2% | -36.0% | +14.8% | -0.7% |
| 1Y | -40.4% | -41.2% | +0.8% | -21.0% |
| 3Y | +214.7% | -8.6% | +223.2% | +213.0% |
| 5Y | +56.9% | -20.6% | +77.5% | +23.0% |
| All | +227.2% | -52.4% | +279.6% | +186.2% |
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