+224.0%
IONQ vs ALC
+14.5%
+209.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | 0.0% |
| 7D | +16.7% | +2.3% | +14.3% | +14.1% |
| 30D | -12.3% | +15.5% | -27.8% | -22.1% |
| 3M | -17.7% | +0.6% | -18.3% | -19.4% |
| 6M | -28.9% | +18.4% | -47.3% | -40.3% |
| YTD | -22.0% | -5.6% | -16.5% | -22.0% |
| 1Y | -36.8% | 0.0% | -36.9% | -40.7% |
| 3Y | +228.2% | +2.8% | +225.4% | +179.4% |
| 5Y | +91.9% | -8.8% | +100.7% | +85.2% |
| All | +224.0% | +14.5% | +209.5% | +200.3% |
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