+52.8%
IONQ vs ACM
-2.7%
+55.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.4% |
| 7D | +8.6% | +5.4% | +3.2% | +3.6% |
| 30D | -21.1% | +15.1% | -36.2% | -30.3% |
| 3M | -17.9% | -10.5% | -7.4% | -11.8% |
| 6M | -37.9% | -19.7% | -18.3% | -27.7% |
| YTD | -27.3% | -28.8% | +1.5% | -4.0% |
| 1Y | -43.2% | -47.9% | +4.7% | +5.2% |
| 3Y | +191.0% | -12.4% | +203.4% | +191.3% |
| All | +52.8% | -2.7% | +55.5% | +25.5% |
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