+215.4%
IONQ vs ALM
+586.9%
-371.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +15.3% | -7.2% | +22.5% | +16.8% |
| 30D | -6.1% | -26.4% | +20.3% | -1.6% |
| 3M | -21.6% | -38.6% | +17.0% | -15.9% |
| 6M | -40.1% | -61.0% | +20.9% | -32.4% |
| YTD | -24.1% | -7.4% | -16.7% | -20.4% |
| 1Y | -37.4% | +14.0% | -51.4% | -35.4% |
| 3Y | +219.5% | +844.4% | -624.9% | +201.7% |
| 5Y | +76.9% | +410.8% | -333.9% | +69.3% |
| All | +215.4% | +586.9% | -371.5% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling