+173.5%
IONQ vs ALLY
+30.7%
+142.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -4.6% |
| 7D | -8.9% | +2.4% | -11.3% | -11.0% |
| 30D | -31.3% | +5.6% | -36.8% | -34.4% |
| 3M | -29.2% | -11.7% | -17.5% | -21.9% |
| 6M | -35.4% | -7.0% | -28.4% | -32.3% |
| YTD | -34.2% | -10.4% | -23.7% | -28.9% |
| 1Y | -44.7% | +2.4% | -47.0% | -46.4% |
| 3Y | +155.1% | +59.2% | +95.9% | +76.6% |
| 5Y | +79.8% | -5.0% | +84.8% | +61.2% |
| All | +173.5% | +30.7% | +142.8% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling