+144.7%
IONQ vs ALM
+569.2%
-424.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.6% | -1.0% | -9.1% |
| 7D | -16.7% | -14.5% | -2.2% | -14.6% |
| 30D | -38.9% | -39.0% | +0.1% | -34.3% |
| 3M | -33.8% | -40.3% | +6.5% | -28.7% |
| 6M | -44.9% | -60.3% | +15.4% | -37.8% |
| YTD | -41.1% | -9.8% | -31.3% | -38.0% |
| 1Y | -52.3% | +30.8% | -83.1% | -51.1% |
| 3Y | +128.2% | +772.4% | -644.2% | +116.5% |
| 5Y | +37.2% | +390.7% | -353.6% | +31.7% |
| All | +144.7% | +569.2% | -424.5% | +133.1% |
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 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