+214.7%
IONQ vs ALB
-13.4%
+228.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.5% | +8.4% |
| 7D | +25.5% | +9.5% | +16.0% | +19.8% |
| 30D | -11.4% | -2.1% | -9.3% | -10.5% |
| 3M | -20.5% | -24.1% | +3.7% | -10.0% |
| 6M | -28.2% | -51.0% | +22.8% | -0.7% |
| YTD | -21.2% | -29.3% | +8.1% | -11.3% |
| 1Y | -40.4% | +3.2% | -43.5% | -45.5% |
| 3Y | +214.7% | -9.3% | +224.0% | +164.0% |
| All | +214.7% | -13.4% | +228.1% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling