+150.0%
IONQ vs ALM
+909.2%
-759.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.7% | -14.1% | -8.2% |
| 7D | -11.5% | +1.2% | -12.7% | -11.8% |
| 30D | -8.1% | -19.3% | +11.2% | -3.5% |
| 3M | -35.8% | -40.6% | +4.9% | -28.2% |
| 6M | -47.7% | -57.9% | +10.2% | -37.8% |
| YTD | -35.6% | -6.7% | -28.9% | -31.6% |
| 1Y | -36.4% | +20.2% | -56.6% | -34.6% |
| 3Y | +150.0% | +879.4% | -729.4% | +124.4% |
| All | +150.0% | +909.2% | -759.2% | +124.4% |
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 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