+185.7%
IONQ vs AGG
-3.2%
+189.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.7% | -8.0% |
| 7D | +16.8% | -1.4% | +18.2% | +20.5% |
| 30D | -11.1% | +0.9% | -12.0% | -12.9% |
| 3M | -31.7% | -1.2% | -30.5% | -30.0% |
| 6M | -44.8% | -1.4% | -43.3% | -42.7% |
| YTD | -31.2% | -1.4% | -29.8% | -28.6% |
| 1Y | -39.1% | -1.3% | -37.9% | -36.9% |
| 3Y | +189.5% | +13.8% | +175.7% | +122.2% |
| 5Y | +53.2% | -1.6% | +54.7% | +47.7% |
| All | +185.7% | -3.2% | +189.0% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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