+135.8%
IONQ vs ALK
+15.2%
+120.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.2% | -7.3% | -8.8% |
| 7D | -16.7% | +7.1% | -23.7% | -20.4% |
| 30D | -38.9% | -3.0% | -36.0% | -38.2% |
| 3M | -33.8% | -25.6% | -8.2% | -23.0% |
| 6M | -44.9% | +0.5% | -45.4% | -47.5% |
| YTD | -41.1% | -23.1% | -18.0% | -34.9% |
| 1Y | -52.3% | -7.5% | -44.8% | -52.8% |
| All | +135.8% | +15.2% | +120.5% | +107.0% |
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