-36.4%
IONQ vs ALM
+19.0%
-55.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.7% | -14.1% | -9.8% |
| 7D | -11.5% | +1.2% | -12.7% | -12.2% |
| 30D | -8.1% | -19.3% | +11.2% | +0.5% |
| 3M | -35.8% | -40.6% | +4.9% | -21.3% |
| 6M | -47.7% | -57.9% | +10.2% | -27.6% |
| YTD | -35.6% | -6.7% | -28.9% | -35.6% |
| 1Y | -36.4% | +20.2% | -56.6% | -44.0% |
| All | -36.4% | +19.0% | -55.3% | -44.0% |
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