+50.7%
IONQ vs ADVB
-95.9%
+146.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +42.7% | -52.1% | -8.9% |
| 7D | +16.8% | +74.2% | -57.4% | +17.5% |
| 30D | -11.1% | -35.9% | +24.7% | -11.7% |
| 3M | -31.7% | -56.4% | +24.7% | -32.6% |
| 6M | -44.8% | -36.7% | -8.1% | -45.9% |
| YTD | -31.2% | -43.3% | +12.1% | -33.5% |
| 1Y | -39.1% | -63.4% | +24.2% | -39.7% |
| All | +50.7% | -95.9% | +146.5% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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