+202.0%
IONQ vs ALM
+583.5%
-381.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.1% | +21.3% | +23.1% |
| 7D | +8.6% | -6.7% | +15.3% | +9.9% |
| 30D | -21.1% | -32.9% | +11.8% | -16.2% |
| 3M | -17.9% | -39.5% | +21.6% | -11.7% |
| 6M | -37.9% | -62.0% | +24.0% | -29.6% |
| YTD | -27.3% | -7.8% | -19.5% | -23.7% |
| 1Y | -43.2% | +26.7% | -69.9% | -41.8% |
| 3Y | +191.0% | +825.4% | -634.4% | +175.1% |
| 5Y | +69.3% | +401.2% | -332.0% | +62.1% |
| All | +202.0% | +583.5% | -381.5% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling