+29.1%
IONQ vs ADVB
-97.6%
+126.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.5% | -1.0% | -10.6% |
| 7D | -16.7% | -28.0% | +11.4% | -16.9% |
| 30D | -38.9% | -70.2% | +31.3% | -40.0% |
| 3M | -33.8% | -76.1% | +42.3% | -35.0% |
| 6M | -44.9% | -72.3% | +27.4% | -46.1% |
| YTD | -41.1% | -67.5% | +26.4% | -43.3% |
| 1Y | -52.3% | -78.6% | +26.3% | -53.1% |
| All | +29.1% | -97.6% | +126.7% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling