+167.4%
IONQ vs ALM
+591.9%
-424.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.7% | -14.1% | -7.6% |
| 7D | -11.5% | +1.2% | -12.7% | -11.7% |
| 30D | -8.1% | -19.3% | +11.2% | -5.1% |
| 3M | -35.8% | -40.6% | +4.9% | -30.9% |
| 6M | -47.7% | -57.9% | +10.2% | -41.4% |
| YTD | -35.6% | -6.7% | -28.9% | -32.6% |
| 1Y | -36.4% | +20.2% | -56.6% | -34.7% |
| 3Y | +150.0% | +879.4% | -729.4% | +135.6% |
| 5Y | +43.3% | +415.3% | -372.0% | +36.9% |
| All | +167.4% | +591.9% | -424.5% | +153.4% |
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