+91.9%
IONQ vs ACM
+4.8%
+87.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.5% |
| 7D | +16.7% | +6.6% | +10.1% | +10.7% |
| 30D | -12.3% | +19.8% | -32.1% | -24.8% |
| 3M | -17.7% | -3.1% | -14.6% | -17.6% |
| 6M | -28.9% | -11.5% | -17.4% | -24.6% |
| YTD | -22.0% | -24.7% | +2.7% | -1.9% |
| 1Y | -36.8% | -45.1% | +8.2% | +11.7% |
| 3Y | +228.2% | -8.9% | +237.1% | +221.6% |
| 5Y | +91.9% | +5.4% | +86.5% | +50.6% |
| All | +91.9% | +4.8% | +87.1% | +50.6% |
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