+158.1%
IONQ vs AS
+133.7%
+24.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.3% | -8.3% | -9.3% |
| 7D | -16.7% | +7.1% | -23.8% | -19.8% |
| 30D | -38.9% | +12.8% | -51.8% | -43.0% |
| 3M | -33.8% | -14.7% | -19.1% | -28.6% |
| 6M | -44.9% | -9.9% | -35.0% | -43.1% |
| YTD | -41.1% | -16.1% | -25.0% | -36.8% |
| 1Y | -52.3% | +0.2% | -52.5% | -53.9% |
| All | +158.1% | +133.7% | +24.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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