+202.0%
IONQ vs ALC
+15.8%
+186.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +24.9% |
| 7D | +8.6% | +4.9% | +3.7% | +4.0% |
| 30D | -21.1% | +19.0% | -40.0% | -31.4% |
| 3M | -17.9% | +7.8% | -25.6% | -23.5% |
| 6M | -37.9% | +14.6% | -52.5% | -46.3% |
| YTD | -27.3% | -4.4% | -22.9% | -27.9% |
| 1Y | -43.2% | +1.4% | -44.6% | -47.2% |
| 3Y | +191.0% | +2.5% | +188.5% | +149.5% |
| 5Y | +69.3% | -10.9% | +80.2% | +65.3% |
| All | +202.0% | +15.8% | +186.2% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling