+265.9%
IONQ vs ALM
+1,379.0%
-1,113.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +0.8% | -2.6% | +3.4% | +1.2% |
| 30D | -1.0% | +32.0% | -33.0% | -4.7% |
| 3M | -39.8% | -15.0% | -24.8% | -39.0% |
| 6M | +6.4% | -10.1% | +16.6% | +6.9% |
| YTD | -11.9% | +99.4% | -111.4% | -17.1% |
| 1Y | -6.2% | +316.4% | -322.5% | -15.6% |
| 3Y | +125.7% | +2,022.0% | -1,896.3% | +91.0% |
| 5Y | +296.0% | +941.2% | -645.2% | +239.7% |
| All | +265.9% | +1,379.0% | -1,113.0% | +211.6% |
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 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