+91.9%
IONQ vs ALM
+395.6%
-303.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | +0.3% |
| 7D | +16.7% | -6.3% | +23.0% | +18.2% |
| 30D | -12.3% | -31.4% | +19.1% | -6.4% |
| 3M | -17.7% | -40.6% | +22.9% | -10.5% |
| 6M | -28.9% | -58.6% | +29.7% | -18.9% |
| YTD | -22.0% | -7.6% | -14.4% | -17.8% |
| 1Y | -36.8% | +13.8% | -50.7% | -34.7% |
| 3Y | +228.2% | +842.1% | -613.9% | +203.6% |
| 5Y | +91.9% | +407.4% | -315.5% | +74.1% |
| All | +91.9% | +395.6% | -303.6% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling