+201.5%
IONQ vs ALAB
+322.1%
-120.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -5.3% |
| 7D | -11.5% | +16.3% | -27.8% | -16.9% |
| 30D | -8.1% | -26.1% | +18.0% | +3.1% |
| 3M | -35.8% | -31.3% | -4.5% | -26.9% |
| 6M | -47.7% | -1.0% | -46.7% | -49.2% |
| YTD | -35.6% | +33.3% | -69.0% | -46.5% |
| 1Y | -36.4% | +53.5% | -89.9% | -50.4% |
| All | +201.5% | +322.1% | -120.6% | +47.4% |
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