+294.8%
IONQ vs ALK
-25.3%
+320.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.2% |
| 7D | +0.8% | -0.7% | +1.5% | +1.2% |
| 30D | -1.0% | -19.2% | +18.2% | +13.4% |
| 3M | -39.8% | -1.5% | -38.3% | -41.3% |
| 6M | +6.4% | -13.1% | +19.5% | +11.5% |
| YTD | -11.9% | -16.4% | +4.5% | -5.8% |
| 1Y | -6.2% | -33.1% | +26.9% | +16.4% |
| 3Y | +125.7% | +0.6% | +125.1% | +88.1% |
| All | +294.8% | -25.3% | +320.1% | +285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling