+202.0%
IONQ vs ACHR
-56.1%
+258.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +14.7% | +8.7% | +15.8% |
| 7D | +8.6% | +5.7% | +2.9% | +6.4% |
| 30D | -21.1% | -4.9% | -16.2% | -18.0% |
| 3M | -17.9% | -15.1% | -2.8% | -11.3% |
| 6M | -37.9% | -30.7% | -7.2% | -26.0% |
| YTD | -27.3% | -41.0% | +13.7% | -4.6% |
| 1Y | -43.2% | -50.0% | +6.8% | -18.7% |
| 3Y | +191.0% | -17.0% | +208.0% | +203.4% |
| 5Y | +69.3% | -29.4% | +98.7% | +38.7% |
| All | +202.0% | -56.1% | +258.1% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling