-6.2%
IONQ vs ACM
-45.8%
+39.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.8% | -3.7% | +4.6% | +2.3% |
| 30D | -1.0% | -11.1% | +10.1% | +4.4% |
| 3M | -39.8% | -8.0% | -31.8% | -37.8% |
| 6M | +6.4% | -29.7% | +36.1% | +36.0% |
| YTD | -11.9% | -29.4% | +17.4% | +12.4% |
| 1Y | -6.2% | -46.4% | +40.3% | +47.9% |
| All | -6.2% | -45.8% | +39.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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