+224.0%
IONQ vs ADM
+61.3%
+162.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +16.7% | -1.8% | +18.5% | +17.0% |
| 30D | -12.3% | -13.3% | +1.0% | -10.3% |
| 3M | -17.7% | -13.4% | -4.4% | -16.1% |
| 6M | -28.9% | -9.6% | -19.3% | -28.3% |
| YTD | -22.0% | +23.0% | -45.0% | -27.0% |
| 1Y | -36.8% | +27.4% | -64.2% | -41.5% |
| 3Y | +228.2% | +5.7% | +222.6% | +212.0% |
| 5Y | +91.9% | +22.1% | +69.9% | +96.4% |
| All | +224.0% | +61.3% | +162.7% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling