+266.8%
IONQ vs AJG
+74.4%
+192.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -7.0% | -8.3% | +1.3% | -3.6% |
| 30D | -18.7% | -5.7% | -13.0% | -17.1% |
| 3M | -36.6% | +9.1% | -45.7% | -41.6% |
| 6M | +7.2% | +15.2% | -8.0% | -5.9% |
| YTD | -18.1% | -6.3% | -11.8% | -17.8% |
| 1Y | -21.9% | -19.1% | -2.8% | -13.0% |
| 3Y | +86.7% | +8.2% | +78.5% | +51.3% |
| All | +266.8% | +74.4% | +192.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 5y: compounded portfolio wealth divided by compounded AJG 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…
5y analysis · Full analysis span regression · 6 months rolling