+173.5%
IONQ vs ACWI
+90.1%
+83.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -6.1% |
| 7D | -8.9% | -0.5% | -8.4% | -7.8% |
| 30D | -31.3% | -1.6% | -29.6% | -27.5% |
| 3M | -29.2% | -1.3% | -27.9% | -25.5% |
| 6M | -35.4% | +5.8% | -41.3% | -42.0% |
| YTD | -34.2% | +12.7% | -46.9% | -49.3% |
| 1Y | -44.7% | +15.0% | -59.7% | -59.4% |
| 3Y | +155.1% | +77.5% | +77.5% | -30.5% |
| 5Y | +79.8% | +61.9% | +17.9% | -31.4% |
| All | +173.5% | +90.1% | +83.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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