+202.0%
IONQ vs ALK
-25.4%
+227.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.6% | +22.8% | +23.0% |
| 7D | +8.6% | +9.0% | -0.5% | +2.1% |
| 30D | -21.1% | -1.6% | -19.5% | -20.8% |
| 3M | -17.9% | -23.2% | +5.3% | -5.0% |
| 6M | -37.9% | -3.9% | -34.1% | -39.4% |
| YTD | -27.3% | -22.6% | -4.7% | -19.5% |
| 1Y | -43.2% | -5.3% | -37.9% | -44.9% |
| 3Y | +191.0% | +18.6% | +172.4% | +123.3% |
| 5Y | +69.3% | -34.4% | +103.7% | +76.1% |
| All | +202.0% | -25.4% | +227.4% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling