+202.0%
IONQ vs AG
+8.8%
+193.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.8% | +21.6% | +22.8% |
| 7D | +8.6% | +6.3% | +2.3% | +6.4% |
| 30D | -21.1% | -8.9% | -12.1% | -18.5% |
| 3M | -17.9% | -12.2% | -5.7% | -14.7% |
| 6M | -37.9% | -28.3% | -9.6% | -31.5% |
| YTD | -27.3% | -8.8% | -18.5% | -25.7% |
| 1Y | -43.2% | +39.4% | -82.6% | -48.5% |
| 3Y | +191.0% | +229.4% | -38.4% | +85.9% |
| 5Y | +69.3% | +14.5% | +54.7% | +34.7% |
| All | +202.0% | +8.8% | +193.2% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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