+45.7%
IONQ vs ACM
+1.1%
+44.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.9% |
| 7D | -11.5% | +5.6% | -17.1% | -15.4% |
| 30D | -8.1% | +20.8% | -28.9% | -22.0% |
| 3M | -35.8% | +11.4% | -47.2% | -42.5% |
| 6M | -47.7% | +0.9% | -48.7% | -51.0% |
| YTD | -35.6% | -24.8% | -10.8% | -18.9% |
| 1Y | -36.4% | -46.4% | +10.0% | +16.2% |
| 3Y | +150.0% | -9.2% | +159.3% | +145.5% |
| All | +45.7% | +1.1% | +44.6% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling