+94.8%
BAC vs IONQ
+159.6%
-64.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.5% |
| 7D | +3.2% | -11.5% | +14.7% | +4.1% |
| 30D | -0.7% | -8.1% | +7.4% | -0.5% |
| 3M | -20.0% | -35.8% | +15.8% | -18.0% |
| 6M | +3.4% | -47.7% | +51.2% | +6.6% |
| YTD | -5.7% | -35.6% | +29.9% | -5.4% |
| 1Y | -1.4% | -36.4% | +34.9% | -1.4% |
| 3Y | +97.9% | +150.0% | -52.1% | +65.0% |
| 5Y | +22.9% | +43.3% | -20.4% | -5.3% |
| All | +94.8% | +159.6% | -64.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 10y: compounded portfolio wealth divided by compounded IONQ 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…
10y analysis · Full analysis span regression · 6 months rolling