+93.5%
BAC vs IONQ
+214.5%
-121.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.3% |
| 7D | +2.1% | +16.7% | -14.6% | +0.7% |
| 30D | -6.7% | -12.3% | +5.6% | -6.2% |
| 3M | -20.2% | -17.7% | -2.5% | -19.6% |
| 6M | -0.2% | -28.9% | +28.7% | +0.6% |
| YTD | -6.4% | -22.0% | +15.6% | -7.3% |
| 1Y | -3.1% | -36.8% | +33.7% | -3.0% |
| 3Y | +96.7% | +228.2% | -131.5% | +60.8% |
| 5Y | +21.3% | +91.9% | -70.7% | -7.8% |
| All | +93.5% | +214.5% | -121.0% | +37.6% |
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