+167.4%
IONQ vs AGI
+225.1%
-57.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.3% |
| 7D | -11.5% | -10.1% | -1.3% | -8.1% |
| 30D | -8.1% | -6.5% | -1.6% | -6.1% |
| 3M | -35.8% | -12.8% | -23.0% | -33.0% |
| 6M | -47.7% | -34.3% | -13.4% | -40.5% |
| YTD | -35.6% | -25.6% | -10.0% | -29.4% |
| 1Y | -36.4% | -14.2% | -22.2% | -32.6% |
| 3Y | +150.0% | +127.3% | +22.8% | +92.8% |
| 5Y | +43.3% | +241.8% | -198.4% | -5.5% |
| All | +167.4% | +225.1% | -57.6% | +77.6% |
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