+202.0%
IONQ vs ALB
-30.5%
+232.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +23.0% |
| 7D | +8.6% | +9.1% | -0.5% | +3.4% |
| 30D | -21.1% | -3.4% | -17.7% | -19.6% |
| 3M | -17.9% | -20.6% | +2.7% | -7.9% |
| 6M | -37.9% | -48.2% | +10.2% | -13.4% |
| YTD | -27.3% | -29.2% | +1.9% | -17.0% |
| 1Y | -43.2% | +10.0% | -53.2% | -50.3% |
| 3Y | +191.0% | -12.9% | +203.9% | +156.0% |
| 5Y | +69.3% | -61.3% | +130.6% | +124.5% |
| All | +202.0% | -30.5% | +232.6% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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