+173.5%
IONQ vs ALK
-23.3%
+196.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.3% | -6.7% |
| 7D | -8.9% | +12.4% | -21.3% | -16.1% |
| 30D | -31.3% | +2.1% | -33.3% | -32.7% |
| 3M | -29.2% | -23.9% | -5.3% | -17.8% |
| 6M | -35.4% | +8.2% | -43.7% | -41.5% |
| YTD | -34.2% | -20.5% | -13.7% | -28.5% |
| 1Y | -44.7% | -1.0% | -43.6% | -48.0% |
| 3Y | +155.1% | +19.2% | +135.9% | +95.1% |
| 5Y | +79.8% | -28.2% | +108.0% | +82.6% |
| All | +173.5% | -23.3% | +196.8% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling