-44.9%
IONQ vs ALC
+3.4%
-48.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.0% | -9.5% | -11.0% |
| 7D | -16.7% | +7.6% | -24.3% | -13.3% |
| 30D | -38.9% | +21.1% | -60.1% | -32.6% |
| 3M | -33.8% | +8.5% | -42.3% | -31.6% |
| 6M | -44.9% | +2.8% | -47.8% | -42.1% |
| All | -44.9% | +3.4% | -48.3% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling