-39.1%
IONQ vs ALC
-11.3%
-27.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.9% | -8.5% | -9.5% |
| 7D | +16.8% | -6.2% | +22.9% | +15.9% |
| 30D | -11.1% | +14.0% | -25.2% | -11.0% |
| 3M | -31.7% | -2.4% | -29.3% | -32.0% |
| 6M | -44.8% | +12.6% | -57.4% | -45.1% |
| YTD | -31.2% | -8.4% | -22.8% | -25.6% |
| 1Y | -39.1% | -9.1% | -30.0% | -34.1% |
| All | -39.1% | -11.3% | -27.9% | -34.1% |
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