+167.4%
IONQ vs ALB
-34.6%
+202.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -5.7% |
| 7D | -11.5% | -5.8% | -5.7% | -8.6% |
| 30D | -8.1% | -4.5% | -3.6% | -5.9% |
| 3M | -35.8% | -28.1% | -7.7% | -24.2% |
| 6M | -47.7% | -53.2% | +5.4% | -23.1% |
| YTD | -35.6% | -33.3% | -2.3% | -24.2% |
| 1Y | -36.4% | -17.4% | -19.0% | -34.0% |
| 3Y | +150.0% | -14.1% | +164.2% | +121.5% |
| 5Y | +43.3% | -64.0% | +107.4% | +96.4% |
| All | +167.4% | -34.6% | +202.0% | +209.7% |
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