-44.7%
IONQ vs ALM
+44.8%
-89.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.0% |
| 7D | -8.9% | -6.4% | -2.5% | -6.3% |
| 30D | -31.3% | -35.0% | +3.7% | -17.6% |
| 3M | -29.2% | -33.8% | +4.6% | -17.2% |
| 6M | -35.4% | -55.0% | +19.6% | -13.0% |
| YTD | -34.2% | -0.2% | -33.9% | -37.4% |
| 1Y | -44.7% | +41.8% | -86.4% | -57.6% |
| All | -44.7% | +44.8% | -89.5% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling