+167.4%
IONQ vs ADM
+69.7%
+97.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.1% | -6.8% |
| 7D | -11.5% | +4.2% | -15.7% | -12.1% |
| 30D | -8.1% | -12.8% | +4.8% | -6.0% |
| 3M | -35.8% | -8.5% | -27.3% | -35.1% |
| 6M | -47.7% | -10.9% | -36.8% | -47.0% |
| YTD | -35.6% | +29.4% | -65.1% | -40.3% |
| 1Y | -36.4% | +27.5% | -63.9% | -40.9% |
| 3Y | +150.0% | +10.3% | +139.7% | +136.2% |
| 5Y | +43.3% | +27.4% | +16.0% | +45.5% |
| All | +167.4% | +69.7% | +97.7% | +137.8% |
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