+253.1%
IONQ vs AGI
+319.1%
-66.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.2% |
| 7D | +1.3% | +2.2% | -0.9% | +0.5% |
| 30D | -10.3% | +11.3% | -21.6% | -13.5% |
| 3M | -32.7% | +5.6% | -38.4% | -34.6% |
| 6M | +6.3% | -27.7% | +34.0% | +16.5% |
| YTD | -15.0% | -4.1% | -10.9% | -14.2% |
| 1Y | -13.3% | +13.8% | -27.1% | -16.8% |
| 3Y | +97.2% | +217.0% | -119.8% | +36.6% |
| 5Y | +278.7% | +404.3% | -125.6% | +130.4% |
| All | +253.1% | +319.1% | -66.0% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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