+135.8%
IONQ vs ALLY
+57.0%
+78.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.3% | -9.2% | -9.3% |
| 7D | -16.7% | -1.1% | -15.5% | -16.0% |
| 30D | -38.9% | +4.2% | -43.1% | -41.3% |
| 3M | -33.8% | -12.4% | -21.4% | -25.6% |
| 6M | -44.9% | -8.7% | -36.3% | -41.0% |
| YTD | -41.1% | -11.6% | -29.4% | -35.0% |
| 1Y | -52.3% | +0.2% | -52.5% | -53.4% |
| All | +135.8% | +57.0% | +78.7% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling