+167.4%
IONQ vs ALLE
+78.0%
+89.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -7.2% |
| 7D | -11.5% | +3.6% | -15.0% | -13.7% |
| 30D | -8.1% | +25.9% | -34.0% | -24.0% |
| 3M | -35.8% | +15.8% | -51.5% | -43.3% |
| 6M | -47.7% | +48.1% | -95.8% | -62.9% |
| YTD | -35.6% | +22.0% | -57.6% | -47.1% |
| 1Y | -36.4% | +18.0% | -54.4% | -46.5% |
| 3Y | +150.0% | +93.1% | +57.0% | +33.4% |
| 5Y | +43.3% | +52.1% | -8.7% | -13.9% |
| All | +167.4% | +78.0% | +89.4% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling