+312.5%
IONQ vs ALAB
+490.6%
-178.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.8% | -8.5% | -2.6% |
| 7D | +0.8% | +7.2% | -6.4% | -2.2% |
| 30D | -1.0% | -2.5% | +1.5% | -0.2% |
| 3M | -39.8% | -13.3% | -26.5% | -37.4% |
| 6M | +6.4% | +172.8% | -166.4% | -30.3% |
| YTD | -11.9% | +86.6% | -98.5% | -34.7% |
| 1Y | -6.2% | +65.2% | -71.3% | -29.7% |
| All | +312.5% | +490.6% | -178.0% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling