+202.0%
IONQ vs ALLY
+26.8%
+175.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.7% | +25.1% | +24.8% |
| 7D | +8.6% | +0.9% | +7.7% | +7.2% |
| 30D | -21.1% | +3.1% | -24.2% | -23.4% |
| 3M | -17.9% | -12.6% | -5.3% | -8.9% |
| 6M | -37.9% | -12.4% | -25.5% | -31.9% |
| YTD | -27.3% | -13.2% | -14.2% | -19.6% |
| 1Y | -43.2% | +1.8% | -45.0% | -44.8% |
| 3Y | +191.0% | +58.0% | +133.0% | +102.6% |
| 5Y | +69.3% | -8.4% | +77.7% | +55.4% |
| All | +202.0% | +26.8% | +175.3% | +140.1% |
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