+185.7%
IONQ vs ADM
+65.2%
+120.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.4% |
| 7D | +16.8% | +0.7% | +16.1% | +16.6% |
| 30D | -11.1% | -14.7% | +3.6% | -8.8% |
| 3M | -31.7% | -10.4% | -21.3% | -30.7% |
| 6M | -44.8% | -10.9% | -33.8% | -44.1% |
| YTD | -31.2% | +26.0% | -57.2% | -35.9% |
| 1Y | -39.1% | +26.5% | -65.6% | -43.5% |
| 3Y | +189.5% | +8.2% | +181.3% | +174.0% |
| 5Y | +53.2% | +24.0% | +29.2% | +56.2% |
| All | +185.7% | +65.2% | +120.5% | +155.3% |
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