+144.7%
IONQ vs ALB
-31.2%
+175.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.6% | -14.1% | -12.4% |
| 7D | -16.7% | +5.5% | -22.1% | -19.3% |
| 30D | -38.9% | -7.5% | -31.4% | -36.4% |
| 3M | -33.8% | -16.9% | -16.9% | -27.6% |
| 6M | -44.9% | -49.2% | +4.3% | -22.5% |
| YTD | -41.1% | -29.9% | -11.2% | -32.5% |
| 1Y | -52.3% | +8.2% | -60.5% | -57.9% |
| 3Y | +128.2% | -19.4% | +147.7% | +109.9% |
| 5Y | +37.2% | -61.6% | +98.8% | +82.6% |
| All | +144.7% | -31.2% | +175.9% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling