+268.4%
IONQ vs ALNY
+30.0%
+238.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.1% |
| 7D | -5.6% | -6.4% | +0.8% | -3.6% |
| 30D | -15.2% | +11.9% | -27.1% | -18.5% |
| 3M | -34.9% | -15.0% | -19.9% | -33.8% |
| 6M | +4.9% | -23.2% | +28.1% | +10.1% |
| YTD | -17.9% | -37.8% | +19.9% | -6.9% |
| 1Y | -16.0% | -47.3% | +31.3% | +1.2% |
| 3Y | +90.5% | +22.9% | +67.6% | +56.4% |
| 5Y | +268.4% | +30.6% | +237.8% | +162.8% |
| All | +268.4% | +30.0% | +238.4% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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