+194.9%
IONQ vs AG
+219.6%
-24.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.3% |
| 7D | +15.3% | -4.0% | +19.3% | +17.2% |
| 30D | -6.1% | -13.1% | +7.0% | -1.2% |
| 3M | -21.6% | -22.0% | +0.4% | -15.1% |
| 6M | -40.1% | -37.3% | -2.9% | -30.9% |
| YTD | -24.1% | -11.2% | -12.9% | -20.7% |
| 1Y | -37.4% | +23.9% | -61.4% | -39.9% |
| All | +194.9% | +219.6% | -24.7% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling