+227.2%
IONQ vs ACM
+48.5%
+178.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +4.3% |
| 7D | +25.5% | +6.9% | +18.6% | +19.4% |
| 30D | -11.4% | +19.1% | -30.5% | -22.7% |
| 3M | -20.5% | -6.9% | -13.5% | -17.6% |
| 6M | -28.2% | -12.0% | -16.2% | -23.9% |
| YTD | -21.2% | -25.1% | +3.9% | -2.8% |
| 1Y | -40.4% | -45.4% | +5.0% | -1.3% |
| 3Y | +214.7% | -6.9% | +221.6% | +216.7% |
| 5Y | +56.9% | +3.7% | +53.1% | +44.8% |
| All | +227.2% | +48.5% | +178.7% | +168.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling