+265.9%
IONQ vs ACM
+40.1%
+225.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +0.8% | -3.7% | +4.6% | +3.9% |
| 30D | -1.0% | -11.1% | +10.1% | +6.6% |
| 3M | -39.8% | -8.0% | -31.8% | -38.0% |
| 6M | +6.4% | -29.7% | +36.1% | +39.3% |
| YTD | -11.9% | -29.4% | +17.4% | +14.0% |
| 1Y | -6.2% | -46.4% | +40.3% | +56.6% |
| 3Y | +125.7% | -22.3% | +148.0% | +165.7% |
| 5Y | +296.0% | +4.5% | +291.5% | +278.1% |
| All | +265.9% | +40.1% | +225.9% | +214.7% |
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