+265.9%
IONQ vs ALC
+9.0%
+256.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.9% |
| 7D | +0.8% | -2.1% | +2.9% | +2.4% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | -39.8% | +5.9% | -45.7% | -43.6% |
| 6M | +6.4% | -15.9% | +22.4% | +19.1% |
| YTD | -11.9% | -10.1% | -1.8% | -7.3% |
| 1Y | -6.2% | -10.2% | +4.1% | -3.2% |
| 3Y | +125.7% | -13.6% | +139.3% | +131.7% |
| 5Y | +296.0% | -15.1% | +311.1% | +305.9% |
| All | +265.9% | +9.0% | +256.9% | +256.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling