-33.8%
IONQ vs ALAB
-48.5%
+14.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -19.6% | +9.1% | -1.8% |
| 7D | -16.7% | -38.2% | +21.5% | +2.0% |
| 30D | -38.9% | -54.0% | +15.0% | -17.8% |
| 3M | -33.8% | -43.6% | +9.8% | -14.1% |
| All | -33.8% | -48.5% | +14.7% | -14.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling