+135.8%
IONQ vs ALC
+4.5%
+131.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.0% | -9.5% | -10.2% |
| 7D | -16.7% | +7.6% | -24.3% | -19.2% |
| 30D | -38.9% | +21.1% | -60.1% | -43.7% |
| 3M | -33.8% | +8.5% | -42.3% | -36.2% |
| 6M | -44.9% | +2.8% | -47.8% | -46.3% |
| YTD | -41.1% | -2.4% | -38.7% | -40.4% |
| 1Y | -52.3% | +3.5% | -55.8% | -53.9% |
| All | +135.8% | +4.5% | +131.3% | +117.5% |
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