-36.2%
IONQ vs ALC
+2.0%
-38.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.1% | +8.4% |
| 7D | +25.5% | +2.1% | +23.4% | +25.8% |
| 30D | -11.4% | +17.2% | -28.6% | -10.3% |
| 3M | -20.5% | +4.6% | -25.1% | -20.2% |
| 6M | -28.2% | +20.1% | -48.3% | -27.9% |
| YTD | -21.2% | -4.2% | -17.0% | -15.4% |
| All | -36.2% | +2.0% | -38.2% | -28.9% |
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