+253.1%
IONQ vs AIG
+126.2%
+127.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.2% | -6.0% |
| 7D | +1.3% | -1.4% | +2.8% | +2.0% |
| 30D | -10.3% | -3.3% | -7.0% | -9.0% |
| 3M | -32.7% | +2.2% | -34.9% | -34.2% |
| 6M | +6.3% | -2.1% | +8.4% | +5.8% |
| YTD | -15.0% | -11.2% | -3.8% | -11.4% |
| 1Y | -13.3% | -2.1% | -11.2% | -15.9% |
| 3Y | +97.2% | +34.4% | +62.8% | +59.7% |
| 5Y | +278.7% | +53.7% | +225.0% | +192.1% |
| All | +253.1% | +126.2% | +127.0% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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