+191.0%
IONQ vs AIG
+30.9%
+160.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.9% | +27.3% | +24.3% |
| 7D | +8.6% | -5.1% | +13.7% | +9.7% |
| 30D | -21.1% | +2.8% | -23.9% | -22.4% |
| 3M | -17.9% | -2.1% | -15.7% | -18.0% |
| 6M | -37.9% | +1.4% | -39.4% | -39.4% |
| YTD | -27.3% | -7.4% | -19.9% | -25.6% |
| 1Y | -43.2% | +4.4% | -47.6% | -47.4% |
| 3Y | +191.0% | +30.0% | +161.0% | +205.4% |
| All | +191.0% | +30.9% | +160.1% | +205.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling