+202.0%
IONQ vs ACM
+41.1%
+160.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.4% |
| 7D | +8.6% | +5.4% | +3.2% | +4.1% |
| 30D | -21.1% | +15.1% | -36.2% | -29.4% |
| 3M | -17.9% | -10.5% | -7.4% | -12.4% |
| 6M | -37.9% | -19.7% | -18.3% | -28.8% |
| YTD | -27.3% | -28.8% | +1.5% | -6.8% |
| 1Y | -43.2% | -47.9% | +4.7% | -2.7% |
| 3Y | +191.0% | -12.4% | +203.4% | +206.8% |
| 5Y | +69.3% | +0.6% | +68.7% | +61.4% |
| All | +202.0% | +41.1% | +160.9% | +157.2% |
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