+191.0%
IONQ vs ALK
+16.0%
+175.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.6% | +22.8% | +23.1% |
| 7D | +8.6% | +9.0% | -0.5% | +2.7% |
| 30D | -21.1% | -1.6% | -19.5% | -20.7% |
| 3M | -17.9% | -23.2% | +5.3% | -6.1% |
| 6M | -37.9% | -3.9% | -34.1% | -39.2% |
| YTD | -27.3% | -22.6% | -4.7% | -19.9% |
| 1Y | -43.2% | -5.3% | -37.9% | -44.5% |
| 3Y | +191.0% | +18.6% | +172.4% | +154.8% |
| All | +191.0% | +16.0% | +175.0% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling