-36.8%
IONQ vs ACM
-45.8%
+9.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +16.7% | +6.6% | +10.1% | +14.1% |
| 30D | -12.3% | +19.8% | -32.1% | -17.6% |
| 3M | -17.7% | -3.1% | -14.6% | -16.4% |
| 6M | -28.9% | -11.5% | -17.4% | -23.1% |
| YTD | -22.0% | -24.7% | +2.7% | -2.6% |
| 1Y | -36.8% | -45.1% | +8.2% | -2.9% |
| All | -36.8% | -45.8% | +9.0% | -2.9% |
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