+144.7%
IONQ vs ACM
+41.1%
+103.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.2% | -8.4% | -8.8% |
| 7D | -16.7% | +5.1% | -21.7% | -19.9% |
| 30D | -38.9% | +11.5% | -50.4% | -44.0% |
| 3M | -33.8% | -10.5% | -23.4% | -29.4% |
| 6M | -44.9% | -20.4% | -24.6% | -36.4% |
| YTD | -41.1% | -28.9% | -12.2% | -24.5% |
| 1Y | -52.3% | -48.7% | -3.6% | -17.1% |
| 3Y | +128.2% | -12.5% | +140.7% | +141.0% |
| 5Y | +37.2% | +0.5% | +36.6% | +30.8% |
| All | +144.7% | +41.1% | +103.6% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling