+215.4%
IONQ vs AGI
+240.8%
-25.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.7% |
| 7D | +15.3% | 0.0% | +15.3% | +15.3% |
| 30D | -6.1% | -7.6% | +1.5% | -3.8% |
| 3M | -21.6% | -10.2% | -11.4% | -19.1% |
| 6M | -40.1% | -31.5% | -8.6% | -32.9% |
| YTD | -24.1% | -22.0% | -2.1% | -18.2% |
| 1Y | -37.4% | -7.9% | -29.5% | -35.2% |
| 3Y | +219.5% | +137.6% | +81.9% | +142.3% |
| 5Y | +76.9% | +256.7% | -179.8% | +14.7% |
| All | +215.4% | +240.8% | -25.5% | +105.8% |
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