-44.7%
IONQ vs ALC
+4.2%
-48.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.8% | -8.3% | -0.7% |
| 7D | -8.9% | +10.7% | -19.6% | -7.8% |
| 30D | -31.3% | +20.2% | -51.4% | -30.1% |
| 3M | -29.2% | +8.9% | -38.1% | -28.7% |
| 6M | -35.4% | +5.7% | -41.2% | -33.9% |
| YTD | -34.2% | -1.4% | -32.7% | -29.0% |
| 1Y | -44.7% | +4.7% | -49.4% | -40.0% |
| All | -44.7% | +4.2% | -48.9% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling