+37.2%
IONQ vs ALK
-33.9%
+71.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.2% | -7.3% | -8.4% |
| 7D | -16.7% | +7.1% | -23.7% | -21.2% |
| 30D | -38.9% | -3.0% | -36.0% | -38.2% |
| 3M | -33.8% | -25.6% | -8.2% | -20.7% |
| 6M | -44.9% | +0.5% | -45.4% | -48.2% |
| YTD | -41.1% | -23.1% | -18.0% | -34.2% |
| 1Y | -52.3% | -7.5% | -44.8% | -53.7% |
| 3Y | +128.2% | +15.3% | +112.9% | +59.3% |
| 5Y | +37.2% | -34.8% | +71.9% | +48.1% |
| All | +37.2% | -33.9% | +71.1% | +48.1% |
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