+214.7%
IONQ vs ALC
+2.4%
+212.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.1% | +8.2% |
| 7D | +25.5% | +2.1% | +23.4% | +24.1% |
| 30D | -11.4% | +17.2% | -28.6% | -17.3% |
| 3M | -20.5% | +4.6% | -25.1% | -22.4% |
| 6M | -28.2% | +20.1% | -48.3% | -35.3% |
| YTD | -21.2% | -4.2% | -17.0% | -19.9% |
| 1Y | -40.4% | +2.1% | -42.5% | -42.2% |
| 3Y | +214.7% | +4.5% | +210.2% | +189.9% |
| All | +214.7% | +2.4% | +212.3% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling