+224.0%
IONQ vs AIG
+149.8%
+74.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -2.5% |
| 7D | +16.7% | +2.2% | +14.4% | +15.1% |
| 30D | -12.3% | +6.9% | -19.1% | -15.6% |
| 3M | -17.7% | +6.8% | -24.5% | -21.2% |
| 6M | -28.9% | +9.2% | -38.2% | -33.6% |
| YTD | -22.0% | -1.9% | -20.1% | -23.3% |
| 1Y | -36.8% | +9.7% | -46.5% | -42.6% |
| 3Y | +228.2% | +37.9% | +190.3% | +162.3% |
| 5Y | +91.9% | +56.8% | +35.1% | +41.6% |
| All | +224.0% | +149.8% | +74.2% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling