+227.2%
IONQ vs ALLE
+76.7%
+150.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.6% | +6.2% |
| 7D | +25.5% | -0.6% | +26.1% | +26.1% |
| 30D | -11.4% | +26.6% | -38.0% | -27.1% |
| 3M | -20.5% | +13.2% | -33.6% | -28.5% |
| 6M | -28.2% | +42.9% | -71.1% | -47.6% |
| YTD | -21.2% | +21.0% | -42.3% | -34.9% |
| 1Y | -40.4% | +15.2% | -55.5% | -48.6% |
| 3Y | +214.7% | +95.6% | +119.1% | +65.6% |
| 5Y | +56.9% | +53.4% | +3.4% | -5.3% |
| All | +227.2% | +76.7% | +150.5% | +96.9% |
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