+227.2%
IONQ vs ALM
+638.6%
-411.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.3% | +7.1% |
| 7D | +25.5% | +0.7% | +24.7% | +25.5% |
| 30D | -11.4% | -26.1% | +14.7% | -7.2% |
| 3M | -20.5% | -38.1% | +17.7% | -14.9% |
| 6M | -28.2% | -55.4% | +27.2% | -20.2% |
| YTD | -21.2% | -0.4% | -20.8% | -18.3% |
| 1Y | -40.4% | +25.4% | -65.7% | -39.2% |
| 3Y | +214.7% | +907.8% | -693.1% | +194.0% |
| 5Y | +56.9% | +440.2% | -383.3% | +48.5% |
| All | +227.2% | +638.6% | -411.4% | +207.3% |
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