+108.3%
IONQ vs ALM
+2,063.1%
-1,954.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +0.8% | -2.6% | +3.4% | +1.3% |
| 30D | -1.0% | +32.0% | -33.0% | -5.7% |
| 3M | -39.8% | -15.0% | -24.8% | -38.8% |
| 6M | +6.4% | -10.1% | +16.6% | +6.9% |
| YTD | -11.9% | +99.4% | -111.4% | -18.2% |
| 1Y | -6.2% | +316.4% | -322.5% | -16.8% |
| All | +108.3% | +2,063.1% | -1,954.8% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling