+224.0%
IONQ vs ALLY
+25.1%
+198.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.8% |
| 7D | +16.7% | -0.7% | +17.3% | +17.0% |
| 30D | -12.3% | +1.1% | -13.4% | -13.4% |
| 3M | -17.7% | -13.2% | -4.5% | -8.1% |
| 6M | -28.9% | -13.5% | -15.5% | -21.3% |
| YTD | -22.0% | -14.3% | -7.7% | -12.8% |
| 1Y | -36.8% | -1.1% | -35.7% | -37.1% |
| 3Y | +228.2% | +62.0% | +166.2% | +124.6% |
| 5Y | +91.9% | -9.6% | +101.6% | +78.1% |
| All | +224.0% | +25.1% | +198.9% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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