+265.9%
IONQ vs ALLY
+43.9%
+222.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | +0.8% | +3.7% | -2.9% | -2.1% |
| 30D | -1.0% | -2.3% | +1.2% | +1.0% |
| 3M | -39.8% | +3.8% | -43.6% | -41.9% |
| 6M | +6.4% | +9.7% | -3.3% | -2.0% |
| YTD | -11.9% | -1.4% | -10.5% | -11.5% |
| 1Y | -6.2% | +8.2% | -14.4% | -12.6% |
| 3Y | +125.7% | +66.5% | +59.2% | +51.2% |
| 5Y | +296.0% | +1.2% | +294.8% | +230.2% |
| All | +265.9% | +43.9% | +222.0% | +164.2% |
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