+294.8%
IONQ vs ALC
-16.0%
+310.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +3.1% |
| 7D | +0.8% | -2.1% | +2.9% | +2.6% |
| 30D | -1.0% | -0.1% | -0.9% | -1.2% |
| 3M | -39.8% | +5.9% | -45.7% | -44.1% |
| 6M | +6.4% | -15.9% | +22.4% | +20.6% |
| YTD | -11.9% | -10.1% | -1.8% | -6.9% |
| 1Y | -6.2% | -10.2% | +4.1% | -3.2% |
| 3Y | +125.7% | -13.6% | +139.3% | +127.4% |
| All | +294.8% | -16.0% | +310.8% | +393.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling