+268.9%
IONQ vs ALAB
+312.6%
-43.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +13.7% | -5.4% | +2.7% |
| 7D | +25.5% | -5.6% | +31.0% | +28.2% |
| 30D | -11.4% | -36.6% | +25.2% | +6.0% |
| 3M | -20.5% | -35.1% | +14.6% | -7.2% |
| 6M | -28.2% | +8.5% | -36.8% | -32.5% |
| YTD | -21.2% | +30.4% | -51.6% | -33.8% |
| 1Y | -40.4% | +31.0% | -71.4% | -50.6% |
| All | +268.9% | +312.6% | -43.7% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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