+56.9%
IONQ vs ALK
-29.1%
+86.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.1% | +1.3% | +3.6% |
| 7D | +25.5% | +8.9% | +16.5% | +18.1% |
| 30D | -11.4% | +5.9% | -17.4% | -15.3% |
| 3M | -20.5% | -16.5% | -3.9% | -11.5% |
| 6M | -28.2% | +2.1% | -30.3% | -33.0% |
| YTD | -21.2% | -17.1% | -4.1% | -16.1% |
| 1Y | -40.4% | -2.9% | -37.5% | -43.7% |
| 3Y | +214.7% | +24.5% | +190.2% | +108.6% |
| 5Y | +56.9% | -29.1% | +86.0% | +58.5% |
| All | +56.9% | -29.1% | +86.0% | +58.5% |
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