-43.2%
IONQ vs ACM
-48.7%
+5.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.4% |
| 7D | +8.6% | +5.4% | +3.2% | +6.7% |
| 30D | -21.1% | +15.1% | -36.2% | -24.9% |
| 3M | -17.9% | -10.5% | -7.4% | -13.7% |
| 6M | -37.9% | -19.7% | -18.3% | -28.7% |
| YTD | -27.3% | -28.8% | +1.5% | -7.3% |
| 1Y | -43.2% | -47.9% | +4.7% | -11.9% |
| All | -43.2% | -48.7% | +5.5% | -11.9% |
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