+294.8%
IONQ vs AG
+64.2%
+230.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +2.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.3% |
| 30D | -1.0% | +19.2% | -20.2% | -7.3% |
| 3M | -39.8% | +6.2% | -46.0% | -41.5% |
| 6M | +6.4% | -26.7% | +33.1% | +16.5% |
| YTD | -11.9% | +26.1% | -38.0% | -20.0% |
| 1Y | -6.2% | +131.7% | -137.8% | -32.0% |
| 3Y | +125.7% | +255.3% | -129.6% | +23.3% |
| All | +294.8% | +64.2% | +230.6% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling